-71.8%
TTD vs PCG
-20.1%
-51.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.5% |
| 7D | +5.2% | -1.6% | +6.8% | +4.8% |
| 30D | +6.9% | +1.4% | +5.5% | +7.4% |
| 3M | -26.8% | -23.4% | -3.4% | -31.0% |
| 6M | -46.1% | -19.4% | -26.8% | -47.3% |
| YTD | -65.9% | -18.5% | -47.4% | -67.9% |
| 1Y | -71.8% | -19.5% | -52.3% | -74.2% |
| All | -71.8% | -20.1% | -51.7% | -74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling