-19.4%
PCG vs TOST
+99.4%
-118.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | 0.0% | +11.6% | -11.6% | -1.1% |
| 30D | +5.8% | +16.2% | -10.4% | +4.2% |
| 3M | -22.8% | +1.0% | -23.8% | -22.9% |
| 6M | -18.4% | +23.2% | -41.6% | -20.4% |
| YTD | -16.9% | -1.0% | -15.9% | -17.1% |
| 1Y | -17.6% | -9.9% | -7.7% | -16.8% |
| All | -19.4% | +99.4% | -118.8% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling