+527.9%
TTD vs PCG
-76.4%
+604.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +20.8% | -2.2% | +23.0% | +21.2% |
| 30D | +33.8% | -0.5% | +34.3% | +33.9% |
| 3M | +17.8% | -24.0% | +41.8% | +21.4% |
| 6M | -25.7% | -18.6% | -7.1% | -24.4% |
| YTD | -57.9% | -17.7% | -40.2% | -57.4% |
| 1Y | -63.8% | -20.0% | -43.8% | -63.3% |
| 3Y | -75.0% | -20.2% | -54.8% | -74.8% |
| 5Y | -82.5% | +8.4% | -90.9% | -83.0% |
| 10Y | +527.9% | -76.4% | +604.3% | +612.1% |
| All | +527.9% | -76.4% | +604.3% | +612.1% |
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