+376.4%
TTD vs PGR
+823.3%
-446.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +6.3% | +4.9% | +1.4% | +4.5% |
| 3M | -24.1% | +7.6% | -31.8% | -26.4% |
| 6M | -47.4% | +8.3% | -55.7% | -49.3% |
| YTD | -62.2% | +1.7% | -64.0% | -62.8% |
| 1Y | -68.3% | -6.8% | -61.5% | -67.9% |
| 3Y | -83.4% | +73.4% | -156.9% | -88.1% |
| 5Y | -80.3% | +161.2% | -241.5% | -89.2% |
| All | +376.4% | +823.3% | -446.9% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling