-17.4%
TOST vs PCOR
-14.7%
-2.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +2.1% |
| 7D | -3.4% | -9.0% | +5.5% | +0.9% |
| 30D | -2.4% | +4.2% | -6.6% | -5.0% |
| 3M | +34.6% | +14.4% | +20.2% | +24.1% |
| 6M | +15.2% | +0.2% | +15.0% | +11.6% |
| YTD | -4.4% | -20.3% | +15.9% | -1.1% |
| 1Y | -17.4% | -16.1% | -1.3% | -15.8% |
| All | -17.4% | -14.7% | -2.7% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling