-72.0%
TTD vs PGR
+21.4%
-93.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.5% |
| 7D | +3.7% | +4.1% | -0.4% | +3.1% |
| 30D | +10.4% | +10.4% | 0.0% | +9.0% |
| 3M | -31.6% | +11.4% | -43.0% | -32.4% |
| 6M | -45.1% | +17.9% | -63.0% | -44.8% |
| YTD | -65.1% | +9.8% | -74.9% | -66.3% |
| 1Y | -72.0% | +19.3% | -91.3% | -70.4% |
| All | -72.0% | +21.4% | -93.3% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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