-84.0%
TTD vs PNC
+127.7%
-211.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -4.6% | -0.7% | -3.9% | -4.2% |
| 30D | +3.7% | -4.4% | +8.1% | +5.9% |
| 3M | -30.2% | +4.5% | -34.7% | -31.6% |
| 6M | -51.4% | +19.1% | -70.5% | -55.6% |
| YTD | -63.4% | +18.0% | -81.5% | -66.8% |
| 1Y | -73.5% | +24.1% | -97.6% | -76.8% |
| All | -84.0% | +127.7% | -211.7% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling