+508.5%
TTD vs PCAR
+288.5%
+219.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +21.3% | +4.9% | +16.3% | +18.5% |
| 30D | +28.7% | -1.4% | +30.2% | +30.0% |
| 3M | +7.7% | -18.1% | +25.8% | +19.7% |
| 6M | -23.5% | -4.0% | -19.5% | -22.5% |
| YTD | -58.7% | -1.5% | -57.2% | -59.4% |
| 1Y | -63.4% | +13.2% | -76.6% | -66.9% |
| 3Y | -75.3% | +35.8% | -111.1% | -80.7% |
| 5Y | -84.4% | +114.6% | -199.0% | -90.7% |
| All | +508.5% | +288.5% | +219.9% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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