+1,058.1%
PCAR vs TDG
+13,257.8%
-12,199.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -0.5% | -2.0% | +1.5% | +0.4% |
| 30D | -6.2% | -7.4% | +1.2% | -3.0% |
| 3M | +5.9% | -5.4% | +11.3% | +8.1% |
| 6M | +0.4% | -11.6% | +12.0% | +5.2% |
| YTD | +14.8% | -12.6% | +27.4% | +20.3% |
| 1Y | +30.1% | -9.3% | +39.4% | +33.4% |
| 3Y | +66.7% | +49.2% | +17.5% | +31.8% |
| 5Y | +166.1% | +132.1% | +34.0% | +66.6% |
| 10Y | +353.7% | +544.8% | -191.2% | +38.3% |
| All | +1,058.1% | +13,257.8% | -12,199.7% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling