+12.9%
PG vs TOST
-50.3%
+63.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.0% |
| 7D | -3.4% | -4.7% | +1.3% | -3.3% |
| 30D | -2.6% | -9.1% | +6.5% | -2.4% |
| 3M | -3.3% | +29.8% | -33.1% | -3.9% |
| 6M | -6.7% | +10.0% | -16.8% | -7.0% |
| YTD | +1.7% | -8.6% | +10.4% | +1.8% |
| 1Y | -7.9% | -20.7% | +12.8% | -7.6% |
| 3Y | +0.9% | +55.7% | -54.8% | -1.0% |
| All | +12.9% | -50.3% | +63.2% | +9.7% |
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