+373.5%
TGT vs PSLV
+109.5%
+264.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.2% | -3.5% | -1.8% | -5.1% |
| 30D | +1.2% | -2.1% | +3.3% | +1.3% |
| 3M | +18.4% | -1.6% | +20.0% | +18.4% |
| 6M | +33.4% | -25.5% | +58.9% | +35.2% |
| YTD | +63.8% | -11.4% | +75.2% | +62.3% |
| 1Y | +77.2% | +48.6% | +28.6% | +69.1% |
| 3Y | +41.8% | +166.9% | -125.1% | +29.6% |
| 5Y | -25.5% | +152.4% | -177.9% | -32.1% |
| 10Y | +204.9% | +187.8% | +17.1% | +173.4% |
| All | +373.5% | +109.5% | +264.0% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling