+46.5%
PYPL vs TGT
+179.0%
-132.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.9% |
| 7D | +1.7% | -0.6% | +2.4% | +2.0% |
| 30D | -9.7% | +9.5% | -19.3% | -12.7% |
| 3M | +29.2% | +32.3% | -3.0% | +16.8% |
| 6M | +13.9% | +37.0% | -23.1% | +1.1% |
| YTD | -8.1% | +71.0% | -79.1% | -25.1% |
| 1Y | -21.4% | +85.0% | -106.4% | -37.8% |
| 3Y | -11.8% | +46.8% | -58.6% | -28.2% |
| 5Y | -81.1% | -22.7% | -58.4% | -81.0% |
| 10Y | +36.9% | +216.3% | -179.3% | -8.3% |
| All | +46.5% | +179.0% | -132.5% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling