-68.3%
TTD vs PNC
+25.1%
-93.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.6% |
| 7D | -0.6% | -0.6% | -0.1% | -0.6% |
| 30D | +6.3% | -4.4% | +10.7% | +6.3% |
| 3M | -24.1% | +5.2% | -29.4% | -23.6% |
| 6M | -47.4% | +20.6% | -68.1% | -46.4% |
| YTD | -62.2% | +19.8% | -82.0% | -61.0% |
| 1Y | -68.3% | +24.4% | -92.7% | -68.7% |
| All | -68.3% | +25.1% | -93.4% | -68.7% |
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 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