+163.9%
PCAR vs TDY
+33.5%
+130.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.7% |
| 30D | -6.9% | -13.8% | +6.9% | 0.0% |
| 3M | +2.1% | -3.9% | +6.0% | +4.0% |
| 6M | +1.6% | -9.0% | +10.6% | +6.1% |
| YTD | +12.2% | +16.5% | -4.3% | +3.9% |
| 1Y | +28.0% | +9.3% | +18.8% | +22.0% |
| 3Y | +61.0% | +45.1% | +15.9% | +32.6% |
| 5Y | +163.9% | +35.0% | +128.9% | +117.4% |
| All | +163.9% | +33.5% | +130.4% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling