+131.4%
PCAR vs TOST
-46.9%
+178.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | +0.1% | +9.4% | -9.4% | -0.9% |
| 30D | -4.6% | +13.5% | -18.1% | -5.9% |
| 3M | -22.6% | -0.1% | -22.4% | -22.7% |
| 6M | -12.0% | +22.5% | -34.4% | -14.3% |
| YTD | -6.1% | -2.4% | -3.7% | -6.7% |
| 1Y | +6.3% | -4.7% | +11.0% | +5.9% |
| 3Y | +31.8% | +103.2% | -71.4% | +19.5% |
| 5Y | +104.2% | -41.2% | +145.4% | +86.8% |
| All | +131.4% | -46.9% | +178.2% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling