+5,723.9%
PCAR vs TDY
+7,137.3%
-1,413.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | -6.2% | -10.7% | +4.5% | -2.8% |
| 3M | +5.9% | -1.3% | +7.2% | +6.3% |
| 6M | +0.4% | -10.6% | +11.0% | +4.0% |
| YTD | +14.8% | +19.6% | -4.7% | +8.2% |
| 1Y | +30.1% | +11.6% | +18.5% | +25.3% |
| 3Y | +66.7% | +45.2% | +21.4% | +46.4% |
| 5Y | +166.1% | +36.1% | +130.1% | +136.8% |
| 10Y | +353.7% | +458.8% | -105.2% | +156.0% |
| All | +5,723.9% | +7,137.3% | -1,413.4% | +2,068.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling