+293.0%
PCAR vs TD
+311.5%
-18.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.8% |
| 7D | +2.9% | -0.6% | +3.6% | +3.3% |
| 30D | -2.1% | +7.9% | -10.1% | -6.5% |
| 3M | -20.4% | +3.1% | -23.5% | -22.0% |
| 6M | -7.0% | +17.2% | -24.2% | -15.6% |
| YTD | -2.6% | +34.7% | -37.4% | -18.7% |
| 1Y | +9.8% | +56.9% | -47.1% | -16.2% |
| 3Y | +37.3% | +134.7% | -97.5% | -18.9% |
| 5Y | +116.4% | +104.8% | +11.7% | +37.1% |
| 10Y | +293.0% | +305.8% | -12.9% | +50.7% |
| All | +293.0% | +311.5% | -18.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling