+126.8%
PCAR vs TPG
+85.9%
+40.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.9% |
| 7D | 0.0% | -2.9% | +2.9% | +0.8% |
| 30D | -7.7% | +5.0% | -12.8% | -9.2% |
| 3M | +3.7% | +24.9% | -21.2% | -2.8% |
| 6M | +2.3% | +21.1% | -18.8% | -3.8% |
| YTD | +12.8% | -17.3% | +30.1% | +17.5% |
| 1Y | +27.8% | -9.8% | +37.6% | +29.3% |
| 3Y | +61.8% | +95.4% | -33.6% | +29.7% |
| All | +126.8% | +85.9% | +40.9% | +73.3% |
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