+103.2%
TOST vs PFGC
+77.4%
+25.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | +9.4% | +8.5% | +0.9% | +5.5% |
| 30D | +13.5% | +15.0% | -1.5% | +6.8% |
| 3M | -0.1% | -6.2% | +6.0% | +2.0% |
| 6M | +22.5% | +15.7% | +6.7% | +14.6% |
| YTD | -2.4% | +19.6% | -21.9% | -12.5% |
| 1Y | -4.7% | +13.2% | -17.9% | -11.8% |
| 3Y | +103.2% | +77.0% | +26.3% | +22.5% |
| All | +103.2% | +77.4% | +25.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling