+41.8%
TGT vs PPG
-17.4%
+59.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -5.2% | -6.2% | +1.0% | -2.2% |
| 30D | +1.2% | -7.9% | +9.1% | +5.3% |
| 3M | +18.4% | -10.2% | +28.6% | +23.9% |
| 6M | +33.4% | +2.7% | +30.8% | +29.0% |
| YTD | +63.8% | +4.9% | +58.9% | +54.1% |
| 1Y | +77.2% | -3.2% | +80.4% | +74.8% |
| 3Y | +41.8% | -17.0% | +58.8% | +44.1% |
| All | +41.8% | -17.4% | +59.1% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling