-80.8%
TTD vs PNC
+50.6%
-131.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | 0.0% |
| 7D | -7.4% | -0.9% | -6.5% | -6.9% |
| 30D | +3.0% | -4.4% | +7.4% | +6.1% |
| 3M | -27.6% | +5.3% | -32.9% | -30.0% |
| 6M | -49.5% | +19.6% | -69.1% | -55.6% |
| YTD | -63.2% | +19.1% | -82.3% | -67.9% |
| 1Y | -69.7% | +24.3% | -94.0% | -74.6% |
| 3Y | -83.3% | +132.2% | -215.5% | -91.8% |
| 5Y | -80.8% | +52.3% | -133.1% | -86.0% |
| All | -80.8% | +50.6% | -131.4% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling