-75.6%
TTD vs PCG
-21.0%
-54.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +20.8% | -2.0% | +22.7% | +20.9% |
| 30D | +27.1% | -2.7% | +29.8% | +27.3% |
| 3M | +14.7% | -25.1% | +39.7% | +16.2% |
| 6M | -26.8% | -22.3% | -4.5% | -26.1% |
| YTD | -59.2% | -18.5% | -40.8% | -59.8% |
| 1Y | -64.7% | -21.8% | -42.8% | -64.8% |
| All | -75.6% | -21.0% | -54.6% | -76.6% |
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