+225.5%
TGT vs PR
+66.7%
+158.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.8% |
| 7D | +4.7% | -12.4% | +17.1% | +5.3% |
| 30D | +8.0% | -6.6% | +14.5% | +8.2% |
| 3M | +11.7% | +7.5% | +4.2% | +11.2% |
| 6M | +34.7% | +10.8% | +23.9% | +33.9% |
| YTD | +74.4% | +57.0% | +17.4% | +70.4% |
| 1Y | +89.2% | +67.9% | +21.3% | +84.3% |
| 3Y | +73.4% | +87.6% | -14.2% | +67.7% |
| 5Y | -24.0% | +220.4% | -244.4% | -28.0% |
| 10Y | +225.5% | +64.8% | +160.7% | +299.8% |
| All | +225.5% | +66.7% | +158.8% | +299.8% |
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