+287.1%
PCAR vs TDY
+434.3%
-147.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +4.9% | +4.1% | +0.9% | +3.1% |
| 30D | -1.4% | +5.7% | -7.1% | -4.4% |
| 3M | -18.1% | -4.4% | -13.7% | -16.9% |
| 6M | -4.0% | +1.2% | -5.2% | -5.2% |
| YTD | -1.5% | +26.0% | -27.5% | -12.3% |
| 1Y | +13.2% | +27.4% | -14.2% | +0.2% |
| 3Y | +35.8% | +67.5% | -31.7% | +4.5% |
| 5Y | +114.6% | +44.9% | +69.8% | +74.0% |
| All | +287.1% | +434.3% | -147.2% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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