-46.7%
TOST vs PPG
-16.9%
-29.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -3.5% | -7.8% | +4.3% | +2.2% |
| 3M | +38.1% | -2.2% | +40.3% | +39.1% |
| 6M | +9.9% | +4.1% | +5.8% | +3.8% |
| YTD | -6.3% | +9.1% | -15.3% | -16.9% |
| 1Y | -18.3% | +1.0% | -19.3% | -22.7% |
| 3Y | +59.7% | -13.3% | +73.0% | +67.8% |
| All | -46.7% | -16.9% | -29.9% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling