-48.6%
TOST vs PGR
+162.3%
-210.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -5.4% | -0.6% | -4.8% | -5.3% |
| 30D | -5.7% | +4.9% | -10.6% | -6.7% |
| 3M | +30.1% | +7.6% | +22.5% | +27.7% |
| 6M | +11.9% | +8.3% | +3.7% | +9.5% |
| YTD | -9.5% | +1.7% | -11.3% | -10.3% |
| 1Y | -21.3% | -6.8% | -14.4% | -20.5% |
| 3Y | +50.7% | +73.4% | -22.8% | +27.9% |
| All | -48.6% | +162.3% | -210.9% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling