-48.9%
TOST vs PPG
-20.4%
-28.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.2% |
| 7D | -5.9% | -5.1% | -0.7% | -2.3% |
| 30D | -8.4% | -9.6% | +1.1% | -1.6% |
| 3M | +31.4% | -6.4% | +37.9% | +36.6% |
| 6M | +10.5% | +0.5% | +10.0% | +7.0% |
| YTD | -10.1% | +4.4% | -14.5% | -17.8% |
| 1Y | -19.9% | -0.9% | -19.0% | -23.5% |
| 3Y | +53.3% | -17.0% | +70.2% | +66.1% |
| All | -48.9% | -20.4% | -28.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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