+37.2%
PCG vs TOST
-46.9%
+84.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.8% |
| 7D | +2.2% | 0.0% | +2.1% | +2.2% |
| 30D | +0.8% | +16.2% | -15.4% | -0.7% |
| 3M | -23.8% | -1.5% | -22.3% | -23.7% |
| 6M | -19.6% | +55.3% | -74.9% | -23.2% |
| YTD | -16.7% | -2.3% | -14.4% | -17.2% |
| 1Y | -19.4% | -5.5% | -13.8% | -19.6% |
| 3Y | -18.3% | +151.1% | -169.4% | -26.9% |
| 5Y | +10.4% | -27.9% | +38.4% | +2.3% |
| All | +37.2% | -46.9% | +84.0% | +31.0% |
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 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