-80.8%
TTD vs PPG
-24.6%
-56.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +2.0% |
| 7D | -7.4% | -5.1% | -2.3% | -4.1% |
| 30D | +3.0% | -9.6% | +12.6% | +10.2% |
| 3M | -27.6% | -6.4% | -21.1% | -25.3% |
| 6M | -49.5% | +0.5% | -50.0% | -51.6% |
| YTD | -63.2% | +4.4% | -67.6% | -66.8% |
| 1Y | -69.7% | -0.9% | -68.8% | -71.6% |
| 3Y | -83.3% | -17.0% | -66.4% | -82.6% |
| 5Y | -80.8% | -23.7% | -57.2% | -79.3% |
| All | -80.8% | -24.6% | -56.2% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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