+49.8%
TOST vs PGR
+73.8%
-24.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -5.9% | -3.4% | -2.4% | -5.5% |
| 30D | -8.4% | +1.8% | -10.2% | -8.6% |
| 3M | +31.4% | +5.9% | +25.5% | +30.6% |
| 6M | +10.5% | +4.6% | +6.0% | +9.8% |
| YTD | -10.1% | +1.1% | -11.1% | -10.4% |
| 1Y | -19.9% | -6.6% | -13.4% | -20.0% |
| All | +49.8% | +73.8% | -24.0% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling