+4,863.4%
TGT vs PAAS
+1,235.6%
+3,627.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | +12.2% | +6.8% | +5.4% | +11.9% |
| 3M | +33.8% | -2.9% | +36.7% | +33.8% |
| 6M | +39.3% | -16.4% | +55.7% | +39.7% |
| YTD | +72.9% | 0.0% | +72.8% | +72.1% |
| 1Y | +84.6% | +54.3% | +30.2% | +80.9% |
| 3Y | +46.2% | +230.7% | -184.5% | +39.0% |
| 5Y | -21.3% | +111.6% | -133.0% | -24.8% |
| 10Y | +213.5% | +211.7% | +1.8% | +195.1% |
| All | +4,863.4% | +1,235.6% | +3,627.8% | +4,703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling