+216.7%
TGT vs PR
+109.1%
+107.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +0.8% | +2.9% | -2.1% | +0.6% |
| 30D | +12.2% | +18.0% | -5.9% | +11.4% |
| 3M | +33.8% | +16.9% | +16.9% | +32.8% |
| 6M | +39.3% | +28.2% | +11.1% | +37.6% |
| YTD | +72.9% | +69.3% | +3.5% | +68.6% |
| 1Y | +84.6% | +69.5% | +15.1% | +79.9% |
| 3Y | +46.2% | +81.7% | -35.5% | +41.6% |
| 5Y | -21.3% | +422.2% | -443.6% | -26.1% |
| All | +216.7% | +109.1% | +107.6% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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