+109.2%
PCAR vs TOST
-41.7%
+150.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +2.2% | +11.6% | -9.5% | +0.9% |
| 30D | -4.4% | +16.2% | -20.6% | -6.0% |
| 3M | -21.4% | +1.0% | -22.5% | -21.6% |
| 6M | -7.3% | +23.2% | -30.5% | -9.9% |
| YTD | -3.8% | -1.0% | -2.8% | -4.5% |
| 1Y | +6.3% | -9.9% | +16.2% | +6.5% |
| 3Y | +34.4% | +101.0% | -66.7% | +21.9% |
| 5Y | +109.2% | -40.4% | +149.6% | +85.6% |
| All | +109.2% | -41.7% | +150.9% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling