+84.6%
TGT vs PPG
+5.2%
+79.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +12.2% | -5.0% | +17.1% | +13.8% |
| 3M | +33.8% | +1.1% | +32.7% | +32.6% |
| 6M | +39.3% | -3.2% | +42.5% | +40.1% |
| YTD | +72.9% | +11.9% | +61.0% | +59.1% |
| 1Y | +84.6% | +5.3% | +79.2% | +68.2% |
| All | +84.6% | +5.2% | +79.4% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling