-44.5%
TOST vs PBR
+476.7%
-521.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.1% | +3.2% |
| 7D | 0.0% | -1.0% | +1.1% | +0.2% |
| 30D | +16.2% | -29.3% | +45.5% | +22.7% |
| 3M | -1.5% | +5.5% | -7.1% | -3.8% |
| 6M | +55.3% | -2.9% | +58.2% | +53.7% |
| YTD | -2.3% | +61.5% | -63.8% | -14.8% |
| 1Y | -5.5% | +46.9% | -52.4% | -15.8% |
| 3Y | +151.1% | +66.4% | +84.7% | +114.1% |
| 5Y | -27.9% | +460.3% | -488.3% | -56.6% |
| All | -44.5% | +476.7% | -521.2% | -67.5% |
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