+13.2%
PCAR vs TDG
-8.0%
+21.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.6% |
| 30D | -1.4% | +9.7% | -11.1% | -3.2% |
| 3M | -18.1% | -2.3% | -15.8% | -17.7% |
| 6M | -4.0% | +1.3% | -5.3% | -4.3% |
| YTD | -1.5% | -8.5% | +7.0% | -4.3% |
| 1Y | +13.2% | -8.1% | +21.3% | +9.9% |
| All | +13.2% | -8.0% | +21.1% | +9.9% |
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