+46.6%
TGT vs PR
+73.2%
-26.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +0.8% | +2.9% | -2.1% | +0.2% |
| 30D | +12.2% | +18.0% | -5.9% | +8.8% |
| 3M | +33.8% | +16.9% | +16.9% | +29.5% |
| 6M | +39.3% | +28.2% | +11.1% | +31.5% |
| YTD | +72.9% | +69.3% | +3.5% | +52.7% |
| 1Y | +84.6% | +69.5% | +15.1% | +62.4% |
| All | +46.6% | +73.2% | -26.6% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling