+54.4%
PYPL vs TGT
+206.3%
-151.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.6% |
| 7D | +0.1% | +2.6% | -2.6% | -0.9% |
| 30D | +5.7% | +4.7% | +1.0% | +3.9% |
| 3M | -1.9% | +4.6% | -6.5% | -3.7% |
| 6M | +31.8% | +34.9% | -3.0% | +17.9% |
| YTD | +2.4% | +70.9% | -68.5% | -16.6% |
| 1Y | -8.2% | +84.4% | -92.6% | -27.5% |
| 3Y | +10.2% | +69.1% | -58.9% | -15.2% |
| 5Y | -71.2% | -26.9% | -44.3% | -70.6% |
| All | +54.4% | +206.3% | -151.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling