-43.8%
TOST vs PCOR
-17.0%
-26.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +11.6% | +23.7% | -12.1% | -4.3% |
| 30D | +16.2% | +39.0% | -22.8% | -7.8% |
| 3M | +1.0% | +35.8% | -34.7% | -20.0% |
| 6M | +23.2% | +38.2% | -15.0% | -5.1% |
| YTD | -1.0% | +3.9% | -4.9% | -8.8% |
| 1Y | -9.9% | +5.7% | -15.6% | -19.0% |
| 3Y | +101.0% | +44.8% | +56.3% | +26.9% |
| 5Y | -40.4% | -19.8% | -20.6% | -42.0% |
| All | -43.8% | -17.0% | -26.8% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling