+163.0%
TGT vs PR
+152.6%
+10.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +2.6% | -16.4% | +19.0% | +3.3% |
| 30D | +5.0% | -1.9% | +6.9% | +5.0% |
| 3M | +8.5% | +8.0% | +0.6% | +8.0% |
| 6M | +23.8% | +4.1% | +19.7% | +23.3% |
| YTD | +66.5% | +58.7% | +7.8% | +62.7% |
| 1Y | +84.9% | +75.8% | +9.1% | +79.8% |
| 3Y | +59.2% | +73.2% | -13.9% | +54.4% |
| 5Y | -27.2% | +230.1% | -257.3% | -31.1% |
| 10Y | +221.5% | +67.4% | +154.1% | +269.9% |
| All | +163.0% | +152.6% | +10.4% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling