+149.8%
TOST vs PBR
+69.9%
+79.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +4.0% | -13.3% | +17.3% | +5.6% |
| 30D | +11.1% | -27.5% | +38.5% | +15.1% |
| 3M | +0.8% | +5.2% | -4.3% | -1.5% |
| 6M | +38.8% | -6.4% | +45.2% | +38.4% |
| YTD | -2.1% | +61.6% | -63.6% | -17.3% |
| 1Y | -6.0% | +48.9% | -54.9% | -18.6% |
| 3Y | +149.8% | +70.0% | +79.7% | +90.8% |
| All | +149.8% | +69.9% | +79.9% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling