-9.6%
TOST vs PFGC
+11.2%
-20.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +3.0% | +15.0% | -12.1% | +1.2% |
| 30D | +10.3% | +17.0% | -6.7% | +8.3% |
| 3M | -3.3% | -2.5% | -0.8% | -5.3% |
| 6M | +37.8% | +19.2% | +18.6% | +38.4% |
| YTD | -2.8% | +23.4% | -26.2% | -3.2% |
| 1Y | -9.6% | +13.9% | -23.4% | -8.7% |
| All | -9.6% | +11.2% | -20.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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