+216.3%
TGT vs PPL
+55.2%
+161.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.6% | +1.8% | -2.4% | -1.2% |
| 30D | +9.5% | -1.1% | +10.6% | +9.8% |
| 3M | +32.3% | 0.0% | +32.2% | +32.2% |
| 6M | +37.0% | -7.6% | +44.6% | +40.2% |
| YTD | +71.0% | +1.7% | +69.3% | +69.3% |
| 1Y | +85.0% | +1.5% | +83.5% | +83.1% |
| 3Y | +46.8% | +55.3% | -8.4% | +24.5% |
| 5Y | -22.7% | +37.7% | -60.5% | -32.1% |
| 10Y | +216.3% | +54.0% | +162.3% | +161.8% |
| All | +216.3% | +55.2% | +161.1% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling