+14.1%
PCG vs TOST
-38.4%
+52.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.3% |
| All | +14.1% | -38.4% | +52.6% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling