-9.6%
TOST vs PCOR
-4.6%
-5.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +3.0% | +20.7% | -17.8% | -6.9% |
| 30D | +10.3% | +35.7% | -25.4% | -6.1% |
| 3M | -3.3% | +31.1% | -34.3% | -16.9% |
| 6M | +37.8% | +43.1% | -5.3% | +11.8% |
| YTD | -2.8% | +4.8% | -7.6% | -3.9% |
| 1Y | -9.6% | -3.7% | -5.9% | -5.3% |
| All | -9.6% | -4.6% | -5.0% | -5.3% |
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