+6,009.4%
TGT vs PPL
+2,158.2%
+3,851.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +5.0% | +5.4% | -0.5% | +3.2% |
| 3M | +8.5% | +4.3% | +4.3% | +7.0% |
| 6M | +23.8% | -1.3% | +25.1% | +24.1% |
| YTD | +66.5% | +4.7% | +61.8% | +63.4% |
| 1Y | +84.9% | +1.3% | +83.6% | +83.3% |
| 3Y | +59.2% | +57.2% | +2.0% | +35.7% |
| 5Y | -27.2% | +48.2% | -75.4% | -37.0% |
| 10Y | +221.5% | +62.7% | +158.7% | +160.2% |
| All | +6,009.4% | +2,158.2% | +3,851.1% | +1,850.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling