-44.5%
TOST vs PPG
-6.6%
-37.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.5% |
| 30D | +16.2% | +17.6% | -1.4% | +3.3% |
| 3M | -1.5% | +7.5% | -9.0% | -6.7% |
| 6M | +55.3% | +17.6% | +37.7% | +36.2% |
| YTD | -2.3% | +22.6% | -24.9% | -20.6% |
| 1Y | -5.5% | +28.0% | -33.5% | -26.0% |
| 3Y | +151.1% | +1.8% | +149.3% | +132.5% |
| 5Y | -27.9% | -15.5% | -12.5% | -22.8% |
| All | -44.5% | -6.6% | -37.9% | -51.0% |
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