+550.5%
TTD vs PCG
-77.2%
+627.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.3% | +14.2% | +15.3% |
| 7D | +19.0% | -1.1% | +20.0% | +19.2% |
| 30D | +23.6% | +0.1% | +23.5% | +23.6% |
| 3M | +8.2% | -24.4% | +32.6% | +11.5% |
| 6M | -35.3% | -17.7% | -17.7% | -34.3% |
| YTD | -60.7% | -17.4% | -43.2% | -60.2% |
| 1Y | -65.3% | -19.4% | -45.9% | -64.8% |
| 3Y | -80.6% | -18.6% | -62.0% | -80.4% |
| 5Y | -84.6% | +10.2% | -94.8% | -85.1% |
| 10Y | +550.5% | -76.7% | +627.2% | +627.7% |
| All | +550.5% | -77.2% | +627.8% | +627.7% |
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