+361.8%
PCAR vs TDG
+540.0%
-178.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -0.7% |
| 30D | -7.3% | -9.3% | +2.0% | -4.4% |
| 3M | +7.8% | -7.1% | +14.9% | +10.1% |
| 6M | +3.6% | -11.2% | +14.7% | +6.9% |
| YTD | +12.9% | -15.3% | +28.1% | +17.8% |
| 1Y | +27.3% | -12.5% | +39.8% | +31.2% |
| 3Y | +61.9% | +51.2% | +10.7% | +37.6% |
| 5Y | +164.2% | +126.1% | +38.0% | +95.0% |
| All | +361.8% | +540.0% | -178.2% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling