+47.4%
PCG vs TOST
-48.0%
+95.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -13.9% | -3.4% | -10.4% | -13.5% |
| 30D | -16.9% | -2.4% | -14.4% | -16.7% |
| 3M | -14.7% | +34.6% | -49.4% | -17.2% |
| 6M | -23.8% | +15.2% | -39.0% | -25.2% |
| YTD | -10.5% | -4.4% | -6.1% | -10.7% |
| 1Y | -5.1% | -17.4% | +12.3% | -4.1% |
| 3Y | -11.6% | +54.5% | -66.1% | -17.4% |
| All | +47.4% | -48.0% | +95.4% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling