+379.4%
TTD vs PCG
-75.8%
+455.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.7% |
| 7D | +6.3% | -13.9% | +20.2% | +7.9% |
| 30D | -23.9% | -16.9% | -7.0% | -22.5% |
| 3M | -31.4% | -14.7% | -16.6% | -30.4% |
| 6M | -42.7% | -23.8% | -18.8% | -41.1% |
| YTD | -62.0% | -10.5% | -51.5% | -61.9% |
| 1Y | -72.2% | -5.1% | -67.1% | -72.4% |
| 3Y | -81.9% | -11.6% | -70.3% | -82.0% |
| 5Y | -81.5% | +59.0% | -140.6% | -82.8% |
| All | +379.4% | -75.8% | +455.2% | +440.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling