-40.6%
TOST vs PFGC
+121.6%
-162.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.2% |
| 7D | +9.4% | +8.5% | +0.9% | +3.5% |
| 30D | +13.5% | +15.0% | -1.5% | +3.6% |
| 3M | -0.1% | -6.2% | +6.0% | +3.2% |
| 6M | +22.5% | +15.7% | +6.7% | +10.3% |
| YTD | -2.4% | +19.6% | -21.9% | -16.9% |
| 1Y | -4.7% | +13.2% | -17.9% | -15.9% |
| 3Y | +103.2% | +77.0% | +26.3% | +24.2% |
| All | -40.6% | +121.6% | -162.2% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling