-19.5%
PCG vs TOST
-11.1%
-8.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -1.6% | +9.4% | -11.0% | -1.6% |
| 30D | +1.4% | +13.5% | -12.1% | +1.4% |
| 3M | -23.4% | -0.1% | -23.2% | -23.3% |
| 6M | -19.4% | +22.5% | -41.8% | -19.1% |
| YTD | -18.5% | -2.4% | -16.1% | -18.1% |
| 1Y | -19.5% | -4.7% | -14.8% | -18.9% |
| All | -19.5% | -11.1% | -8.5% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling