+31.8%
PCAR vs TOST
+96.7%
-64.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | +0.1% | +9.4% | -9.4% | -1.1% |
| 30D | -4.6% | +13.5% | -18.1% | -6.1% |
| 3M | -22.6% | -0.1% | -22.4% | -22.7% |
| 6M | -12.0% | +22.5% | -34.4% | -14.7% |
| YTD | -6.1% | -2.4% | -3.7% | -6.5% |
| 1Y | +6.3% | -4.7% | +11.0% | +6.2% |
| 3Y | +31.8% | +103.2% | -71.4% | +20.0% |
| All | +31.8% | +96.7% | -64.9% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling