-24.0%
TGT vs PAAS
+76.1%
-100.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +4.4% |
| 7D | +4.7% | +8.8% | -4.1% | +3.8% |
| 30D | +8.0% | -8.5% | +16.4% | +8.9% |
| 3M | +11.7% | -17.0% | +28.7% | +13.6% |
| 6M | +34.7% | -27.9% | +62.6% | +38.8% |
| YTD | +74.4% | -17.5% | +91.9% | +74.0% |
| 1Y | +89.2% | +22.8% | +66.4% | +77.6% |
| 3Y | +73.4% | +224.2% | -150.8% | +30.1% |
| 5Y | -24.0% | +73.6% | -97.7% | -37.3% |
| All | -24.0% | +76.1% | -100.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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