+140.9%
PCAR vs TOST
-45.8%
+186.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.4% | +3.5% |
| 7D | +3.7% | +10.7% | -7.1% | +2.5% |
| 30D | -2.9% | +17.7% | -20.7% | -4.7% |
| 3M | -21.7% | +4.6% | -26.3% | -22.2% |
| 6M | -6.6% | +20.3% | -26.9% | -9.0% |
| YTD | -2.2% | -0.4% | -1.9% | -3.1% |
| 1Y | +12.2% | -0.8% | +13.0% | +11.2% |
| 3Y | +36.5% | +102.2% | -65.7% | +23.8% |
| 5Y | +113.5% | -41.3% | +154.8% | +95.3% |
| All | +140.9% | -45.8% | +186.7% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling