+34.3%
PCG vs TOST
-46.9%
+81.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.6% | +9.4% | -11.0% | -2.5% |
| 30D | +1.4% | +13.5% | -12.1% | +0.1% |
| 3M | -23.4% | -0.1% | -23.2% | -23.5% |
| 6M | -19.4% | +22.5% | -41.8% | -21.3% |
| YTD | -18.5% | -2.4% | -16.1% | -18.9% |
| 1Y | -19.5% | -4.7% | -14.8% | -19.8% |
| 3Y | -21.0% | +103.2% | -124.2% | -28.0% |
| 5Y | +13.7% | -41.2% | +55.0% | +5.3% |
| All | +34.3% | -46.9% | +81.1% | +28.2% |
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