-45.4%
TOST vs PBR
+460.3%
-505.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -3.6% | -9.1% | +5.5% | -2.1% |
| 30D | +8.9% | -29.9% | +38.8% | +15.1% |
| 3M | -2.2% | +2.3% | -4.5% | -4.0% |
| 6M | +41.0% | -10.9% | +51.9% | +41.9% |
| YTD | -4.0% | +56.9% | -60.9% | -15.9% |
| 1Y | -9.6% | +38.0% | -47.6% | -18.4% |
| 3Y | +141.7% | +64.8% | +76.9% | +106.2% |
| 5Y | -29.5% | +447.1% | -476.6% | -57.4% |
| All | -45.4% | +460.3% | -505.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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