+34.2%
PG vs TOST
-46.7%
+80.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.9% | +4.0% | -1.1% | +2.8% |
| 30D | +12.0% | +11.1% | +1.0% | +11.7% |
| 3M | +16.2% | +0.8% | +15.4% | +16.1% |
| 6M | +16.6% | +38.8% | -22.2% | +15.6% |
| YTD | +20.9% | -2.1% | +22.9% | +20.7% |
| 1Y | +17.8% | -6.0% | +23.9% | +17.8% |
| 3Y | +21.2% | +149.8% | -128.6% | +17.3% |
| 5Y | +31.7% | -42.8% | +74.5% | +27.3% |
| All | +34.2% | -46.7% | +80.9% | +30.1% |
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 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