-44.8%
TOST vs PCOR
-16.2%
-28.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.5% |
| 7D | +3.0% | +20.7% | -17.8% | -10.3% |
| 30D | +10.3% | +35.7% | -25.4% | -11.2% |
| 3M | -3.3% | +31.1% | -34.3% | -21.5% |
| 6M | +37.8% | +43.1% | -5.3% | +3.6% |
| YTD | -2.8% | +4.8% | -7.6% | -10.9% |
| 1Y | -9.6% | -3.7% | -5.9% | -12.1% |
| 3Y | +144.6% | +46.5% | +98.1% | +53.3% |
| 5Y | -31.0% | -17.3% | -13.7% | -34.2% |
| All | -44.8% | -16.2% | -28.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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