+427.4%
PWR vs TOST
-48.6%
+476.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +19.1% | -4.7% | +23.7% | +20.0% |
| 30D | -12.0% | +8.5% | -20.5% | -13.5% |
| 3M | -10.6% | -1.6% | -9.0% | -10.9% |
| 6M | -20.8% | +44.1% | -64.9% | -26.9% |
| YTD | +43.7% | -5.6% | +49.3% | +42.0% |
| 1Y | +35.0% | -12.6% | +47.6% | +35.3% |
| 3Y | +249.4% | +137.6% | +111.9% | +183.4% |
| 5Y | +422.1% | -30.4% | +452.5% | +359.8% |
| All | +427.4% | -48.6% | +476.0% | +373.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling