-82.9%
TTD vs PCG
-12.4%
-70.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.5% |
| 7D | +6.3% | -13.9% | +20.2% | +7.0% |
| 30D | -23.9% | -16.9% | -7.0% | -23.3% |
| 3M | -31.4% | -14.7% | -16.6% | -31.0% |
| 6M | -42.7% | -23.8% | -18.8% | -41.4% |
| YTD | -62.0% | -10.5% | -51.5% | -62.6% |
| 1Y | -72.2% | -5.1% | -67.1% | -73.1% |
| All | -82.9% | -12.4% | -70.5% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling