-63.8%
TTD vs PCG
-20.1%
-43.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.4% |
| 7D | +20.8% | -2.2% | +23.0% | +20.1% |
| 30D | +33.8% | -0.5% | +34.3% | +33.7% |
| 3M | +17.8% | -24.0% | +41.8% | +10.1% |
| 6M | -25.7% | -18.6% | -7.1% | -27.2% |
| YTD | -57.9% | -17.7% | -40.2% | -60.3% |
| 1Y | -63.8% | -20.0% | -43.8% | -66.5% |
| All | -63.8% | -20.1% | -43.8% | -66.5% |
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