+376.4%
TTD vs PNC
+272.6%
+103.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -0.6% | -0.6% | -0.1% | -0.3% |
| 30D | +6.3% | -4.4% | +10.7% | +8.9% |
| 3M | -24.1% | +5.2% | -29.4% | -26.2% |
| 6M | -47.4% | +20.6% | -68.1% | -52.9% |
| YTD | -62.2% | +19.8% | -82.0% | -66.3% |
| 1Y | -68.3% | +24.4% | -92.7% | -72.5% |
| 3Y | -83.4% | +131.2% | -214.7% | -90.1% |
| 5Y | -80.3% | +53.1% | -133.4% | -85.1% |
| All | +376.4% | +272.6% | +103.8% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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