+4,907.5%
TGT vs PAAS
+1,002.0%
+3,905.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +4.6% |
| 7D | +4.7% | +8.8% | -4.1% | +4.5% |
| 30D | +8.0% | -8.5% | +16.4% | +8.2% |
| 3M | +11.7% | -17.0% | +28.7% | +12.2% |
| 6M | +34.7% | -27.9% | +62.6% | +35.8% |
| YTD | +74.4% | -17.5% | +91.9% | +74.6% |
| 1Y | +89.2% | +22.8% | +66.4% | +86.9% |
| 3Y | +73.4% | +224.2% | -150.8% | +65.0% |
| 5Y | -24.0% | +73.6% | -97.7% | -26.9% |
| 10Y | +225.5% | +186.4% | +39.1% | +207.6% |
| All | +4,907.5% | +1,002.0% | +3,905.5% | +4,773.4% |
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