+127.2%
PCAR vs TPG
+74.1%
+53.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -1.6% | -9.4% | +7.8% | +1.0% |
| 30D | -6.4% | -5.3% | -1.1% | -5.3% |
| 3M | +4.7% | +12.9% | -8.3% | +0.7% |
| 6M | +4.5% | +20.1% | -15.6% | -1.7% |
| YTD | +13.0% | -22.5% | +35.5% | +19.7% |
| 1Y | +23.6% | -19.7% | +43.3% | +29.1% |
| 3Y | +60.7% | +81.2% | -20.5% | +31.4% |
| All | +127.2% | +74.1% | +53.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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