+88.6%
TGT vs PPL
+1.0%
+87.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +9.5% | +1.8% | +7.7% | +9.1% |
| 30D | +6.6% | +8.4% | -1.8% | +5.0% |
| 3M | +11.0% | +2.4% | +8.6% | +10.3% |
| 6M | +29.9% | -4.0% | +33.8% | +29.6% |
| YTD | +71.4% | +4.5% | +67.0% | +68.4% |
| 1Y | +88.6% | +1.7% | +86.9% | +88.6% |
| All | +88.6% | +1.0% | +87.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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