-82.3%
TTD vs PCAR
+66.6%
-148.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | -23.9% | -6.2% | -17.7% | -22.2% |
| 3M | -31.4% | +5.9% | -37.3% | -33.0% |
| 6M | -42.7% | +0.4% | -43.1% | -43.1% |
| YTD | -62.0% | +14.8% | -76.8% | -64.8% |
| 1Y | -72.2% | +30.1% | -102.3% | -75.9% |
| All | -82.3% | +66.6% | -148.8% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling