+30.1%
PCAR vs TDG
-9.4%
+39.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | -6.2% | -7.4% | +1.2% | -5.0% |
| 3M | +5.9% | -5.4% | +11.3% | +6.9% |
| 6M | +0.4% | -11.6% | +12.0% | +0.8% |
| YTD | +14.8% | -12.6% | +27.4% | +14.3% |
| 1Y | +30.1% | -9.3% | +39.4% | +29.6% |
| All | +30.1% | -9.4% | +39.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling