-45.4%
TOST vs PPG
-4.8%
-40.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.5% |
| 7D | -3.6% | -1.2% | -2.4% | -2.8% |
| 30D | +8.9% | +21.2% | -12.3% | -5.3% |
| 3M | -2.2% | +8.2% | -10.5% | -7.8% |
| 6M | +41.0% | +17.2% | +23.8% | +24.1% |
| YTD | -4.0% | +25.0% | -28.9% | -23.0% |
| 1Y | -9.6% | +33.5% | -43.1% | -31.5% |
| 3Y | +141.7% | +4.2% | +137.5% | +119.9% |
| 5Y | -29.5% | -12.7% | -16.8% | -26.8% |
| All | -45.4% | -4.8% | -40.7% | -52.5% |
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