+287.1%
PCAR vs TDG
+551.7%
-264.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.4% |
| 30D | -1.4% | +9.7% | -11.1% | -4.3% |
| 3M | -18.1% | -2.3% | -15.8% | -17.7% |
| 6M | -4.0% | +1.3% | -5.3% | -4.8% |
| YTD | -1.5% | -8.5% | +7.0% | +0.2% |
| 1Y | +13.2% | -8.1% | +21.3% | +14.9% |
| 3Y | +35.8% | +43.4% | -7.6% | +17.3% |
| 5Y | +114.6% | +127.8% | -13.1% | +57.4% |
| All | +287.1% | +551.7% | -264.6% | +101.2% |
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