+15.3%
PG vs TOST
-49.0%
+64.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -0.1% | -3.5% | +3.3% | -0.1% |
| 3M | +1.1% | +38.1% | -37.1% | +0.4% |
| 6M | -3.8% | +9.9% | -13.7% | -4.1% |
| YTD | +3.8% | -6.3% | +10.1% | +3.9% |
| 1Y | -5.8% | -18.3% | +12.6% | -5.5% |
| 3Y | +3.0% | +59.7% | -56.7% | +1.0% |
| All | +15.3% | -49.0% | +64.3% | +11.9% |
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 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