+11,763.9%
PCAR vs TD
+7,879.0%
+3,884.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -6.2% | +0.4% | -6.6% | -6.6% |
| 3M | +5.9% | +7.6% | -1.7% | +1.1% |
| 6M | +0.4% | +25.0% | -24.6% | -12.4% |
| YTD | +14.8% | +31.0% | -16.2% | -2.7% |
| 1Y | +30.1% | +65.2% | -35.1% | -4.2% |
| 3Y | +66.7% | +122.5% | -55.8% | +0.9% |
| 5Y | +166.1% | +124.8% | +41.3% | +58.0% |
| 10Y | +353.7% | +298.2% | +55.4% | +84.9% |
| All | +11,763.9% | +7,879.0% | +3,884.9% | +1,223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling