+163.9%
PCAR vs TDG
+131.7%
+32.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -0.2% | -2.4% | +2.2% | +0.7% |
| 30D | -6.9% | -8.0% | +1.1% | -4.2% |
| 3M | +2.1% | -10.5% | +12.6% | +5.8% |
| 6M | +1.6% | -11.9% | +13.5% | +5.5% |
| YTD | +12.2% | -15.4% | +27.6% | +17.6% |
| 1Y | +28.0% | -14.2% | +42.3% | +33.1% |
| 3Y | +61.0% | +51.0% | +9.9% | +28.6% |
| 5Y | +163.9% | +126.5% | +37.5% | +71.5% |
| All | +163.9% | +131.7% | +32.2% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling