+23.8%
TGT vs PPL
-2.6%
+26.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +5.0% | +5.4% | -0.5% | +2.8% |
| 3M | +8.5% | +4.3% | +4.3% | +6.5% |
| 6M | +23.8% | -1.3% | +25.1% | +25.2% |
| All | +23.8% | -2.6% | +26.3% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling