-44.4%
TOST vs PPG
-5.1%
-39.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.4% |
| 7D | +4.0% | +0.3% | +3.7% | +3.7% |
| 30D | +11.1% | +20.5% | -9.5% | -3.0% |
| 3M | +0.8% | +5.3% | -4.5% | -3.1% |
| 6M | +38.8% | +15.8% | +23.0% | +23.3% |
| YTD | -2.1% | +24.6% | -26.7% | -21.3% |
| 1Y | -6.0% | +33.6% | -39.6% | -28.9% |
| 3Y | +149.8% | +5.0% | +144.8% | +125.3% |
| 5Y | -42.8% | -14.0% | -28.8% | -39.4% |
| All | -44.4% | -5.1% | -39.3% | -51.5% |
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 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