-63.4%
TTD vs PNC
+28.6%
-92.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +21.3% | +3.1% | +18.2% | +20.3% |
| 30D | +28.7% | +7.6% | +21.1% | +27.2% |
| 3M | +7.7% | -8.1% | +15.8% | +8.2% |
| 6M | -23.5% | +12.6% | -36.1% | -22.0% |
| YTD | -58.7% | +15.0% | -73.6% | -57.4% |
| 1Y | -63.4% | +30.4% | -93.8% | -62.4% |
| All | -63.4% | +28.6% | -92.0% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling