+5.1%
PEP vs TOST
-48.0%
+53.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | -3.4% | +1.0% | -2.4% |
| 30D | -0.8% | -2.4% | +1.6% | -0.8% |
| 3M | -2.2% | +34.6% | -36.8% | -2.8% |
| 6M | -14.4% | +15.2% | -29.6% | -14.8% |
| YTD | -2.2% | -4.4% | +2.2% | -2.3% |
| 1Y | -2.6% | -17.4% | +14.8% | -2.3% |
| 3Y | -12.5% | +54.5% | -67.0% | -14.4% |
| All | +5.1% | -48.0% | +53.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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