+365.8%
TTD vs PNC
+270.6%
+95.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | +1.7% | +2.3% | -0.5% | +0.6% |
| 30D | +1.6% | -3.8% | +5.4% | +3.8% |
| 3M | -27.8% | +7.8% | -35.6% | -30.8% |
| 6M | -52.1% | +19.7% | -71.8% | -56.9% |
| YTD | -63.1% | +19.1% | -82.2% | -66.9% |
| 1Y | -73.1% | +23.1% | -96.2% | -76.5% |
| 3Y | -83.3% | +132.1% | -215.4% | -90.0% |
| 5Y | -80.6% | +52.2% | -132.8% | -85.3% |
| All | +365.8% | +270.6% | +95.2% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling