+84.9%
TGT vs PR
+80.1%
+4.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.4% |
| 7D | +2.6% | -16.4% | +19.0% | +1.3% |
| 30D | +5.0% | -1.9% | +6.9% | +4.3% |
| 3M | +8.5% | +8.0% | +0.6% | +8.4% |
| 6M | +23.8% | +4.1% | +19.7% | +23.4% |
| YTD | +66.5% | +58.7% | +7.8% | +61.9% |
| 1Y | +84.9% | +75.8% | +9.1% | +69.6% |
| All | +84.9% | +80.1% | +4.8% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling