+60.5%
PCAR vs TPG
+78.9%
-18.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.7% |
| 7D | -1.6% | -11.8% | +10.3% | +1.9% |
| 30D | -7.3% | -6.3% | -1.0% | -5.9% |
| 3M | +7.8% | +13.6% | -5.8% | +3.4% |
| 6M | +3.6% | +13.8% | -10.3% | -1.4% |
| YTD | +12.9% | -23.7% | +36.6% | +21.2% |
| 1Y | +27.3% | -18.2% | +45.5% | +32.9% |
| All | +60.5% | +78.9% | -18.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling