-25.0%
TGT vs PAAS
+122.5%
-147.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.6% |
| 7D | -3.6% | +2.6% | -6.2% | -3.9% |
| 30D | +4.4% | +2.5% | +1.9% | +4.0% |
| 3M | +25.4% | +15.1% | +10.3% | +22.9% |
| 6M | +33.4% | -12.1% | +45.4% | +34.2% |
| YTD | +65.6% | +3.1% | +62.5% | +61.6% |
| 1Y | +80.3% | +50.8% | +29.4% | +65.4% |
| 3Y | +42.1% | +259.5% | -217.4% | +7.5% |
| 5Y | -25.0% | +126.3% | -151.3% | -41.0% |
| All | -25.0% | +122.5% | -147.5% | -41.0% |
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