-73.1%
TTD vs PCG
-0.4%
-72.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.5% | -2.1% |
| 7D | +1.7% | +5.4% | -3.7% | +2.9% |
| 30D | +1.6% | -15.1% | +16.7% | -1.7% |
| 3M | -27.8% | -9.8% | -18.0% | -28.3% |
| 6M | -52.1% | -18.0% | -34.1% | -53.4% |
| YTD | -63.1% | -7.2% | -55.8% | -64.1% |
| 1Y | -73.1% | +2.9% | -75.9% | -73.2% |
| All | -73.1% | -0.4% | -72.6% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PCG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling