-25.1%
TGT vs PPG
-24.1%
-1.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -5.2% | -6.2% | +1.0% | -2.1% |
| 30D | +1.2% | -7.9% | +9.1% | +5.4% |
| 3M | +18.4% | -10.2% | +28.6% | +24.1% |
| 6M | +33.4% | +2.7% | +30.8% | +29.4% |
| YTD | +63.8% | +4.9% | +58.9% | +55.4% |
| 1Y | +77.2% | -3.2% | +80.4% | +75.5% |
| 3Y | +41.8% | -17.0% | +58.8% | +50.0% |
| All | -25.1% | -24.1% | -1.0% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling