+39.0%
PYPL vs TGT
+207.2%
-168.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -5.9% | -5.0% | -0.9% | -4.2% |
| 30D | -9.4% | +3.0% | -12.5% | -10.5% |
| 3M | +31.3% | +22.6% | +8.7% | +21.9% |
| 6M | +19.1% | +31.2% | -12.1% | +7.4% |
| YTD | -7.9% | +63.7% | -71.6% | -23.7% |
| 1Y | -17.9% | +78.5% | -96.4% | -34.1% |
| 3Y | -11.6% | +40.5% | -52.1% | -26.9% |
| 5Y | -81.0% | -25.6% | -55.5% | -80.7% |
| All | +39.0% | +207.2% | -168.1% | +0.5% |
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