+359.1%
PCAR vs TD
+295.4%
+63.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | 0.0% | +0.9% | -0.8% | -0.5% |
| 30D | -7.7% | -0.7% | -7.1% | -7.5% |
| 3M | +3.7% | +6.3% | -2.6% | -0.2% |
| 6M | +2.3% | +27.9% | -25.6% | -11.7% |
| YTD | +12.8% | +29.8% | -17.0% | -3.6% |
| 1Y | +27.8% | +63.7% | -35.9% | -4.9% |
| 3Y | +61.8% | +128.3% | -66.5% | -2.9% |
| 5Y | +168.2% | +125.5% | +42.7% | +59.5% |
| 10Y | +359.1% | +296.7% | +62.4% | +86.4% |
| All | +359.1% | +295.4% | +63.7% | +86.4% |
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