+364.1%
TTD vs PGR
+817.3%
-453.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -7.4% | -3.4% | -4.0% | -6.2% |
| 30D | +3.0% | +1.8% | +1.2% | +2.3% |
| 3M | -27.6% | +5.9% | -33.5% | -29.4% |
| 6M | -49.5% | +4.6% | -54.1% | -50.6% |
| YTD | -63.2% | +1.1% | -64.3% | -63.7% |
| 1Y | -69.7% | -6.6% | -63.2% | -69.4% |
| 3Y | -83.3% | +74.2% | -157.6% | -88.1% |
| 5Y | -80.8% | +159.5% | -240.3% | -89.5% |
| All | +364.1% | +817.3% | -453.1% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling