-25.1%
TGT vs PSLV
+154.2%
-179.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.2% | -3.5% | -1.8% | -5.0% |
| 30D | +1.2% | -2.1% | +3.3% | +1.3% |
| 3M | +18.4% | -1.6% | +20.0% | +18.5% |
| 6M | +33.4% | -25.5% | +58.9% | +36.2% |
| YTD | +63.8% | -11.4% | +75.2% | +58.4% |
| 1Y | +77.2% | +48.6% | +28.6% | +56.3% |
| 3Y | +41.8% | +166.9% | -125.1% | +9.9% |
| All | -25.1% | +154.2% | -179.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling