+98.1%
PCAR vs TPG
+78.3%
+19.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +4.9% | +5.0% | -0.1% | +3.6% |
| 30D | -1.4% | +15.7% | -17.1% | -5.4% |
| 3M | -18.1% | -10.6% | -7.5% | -16.0% |
| 6M | -4.0% | +15.9% | -19.9% | -8.6% |
| YTD | -1.5% | -20.6% | +19.2% | +3.5% |
| 1Y | +13.2% | -11.8% | +24.9% | +15.1% |
| 3Y | +35.8% | +71.6% | -35.8% | +12.4% |
| All | +98.1% | +78.3% | +19.8% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling