-20.8%
TGT vs PPL
+39.5%
-60.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | +2.7% | -1.9% | -0.2% |
| 30D | +12.2% | +0.5% | +11.7% | +11.9% |
| 3M | +33.8% | +0.7% | +33.1% | +33.3% |
| 6M | +39.3% | -7.6% | +46.9% | +43.2% |
| YTD | +72.9% | +1.8% | +71.0% | +70.2% |
| 1Y | +84.6% | -0.8% | +85.3% | +83.6% |
| 3Y | +46.2% | +56.9% | -10.6% | +13.9% |
| All | -20.8% | +39.5% | -60.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling