+464.6%
TTD vs PCG
-77.4%
+542.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +5.2% | -1.6% | +6.8% | +5.4% |
| 30D | +6.9% | +1.4% | +5.5% | +6.7% |
| 3M | -26.8% | -23.4% | -3.4% | -24.8% |
| 6M | -46.1% | -19.4% | -26.8% | -45.1% |
| YTD | -65.9% | -18.5% | -47.4% | -65.5% |
| 1Y | -71.8% | -19.5% | -52.3% | -71.4% |
| 3Y | -83.3% | -21.0% | -62.3% | -83.1% |
| 5Y | -81.1% | +13.7% | -94.9% | -81.7% |
| All | +464.6% | -77.4% | +542.0% | +509.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling