-45.7%
TOST vs PPG
-14.8%
-30.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.1% |
| 7D | -3.4% | -1.5% | -1.9% | -2.4% |
| 30D | -2.4% | -5.0% | +2.5% | +1.0% |
| 3M | +34.6% | +1.1% | +33.5% | +32.3% |
| 6M | +15.2% | -3.2% | +18.4% | +15.0% |
| YTD | -4.4% | +11.9% | -16.3% | -16.8% |
| 1Y | -17.4% | +5.3% | -22.7% | -24.4% |
| 3Y | +54.5% | -15.0% | +69.5% | +66.4% |
| All | -45.7% | -14.8% | -30.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling