-46.7%
TOST vs PBR
+555.0%
-601.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.5% | -2.6% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | -3.5% | +19.4% | -22.8% | -6.8% |
| 3M | +38.1% | +20.8% | +17.3% | +32.6% |
| 6M | +9.9% | +23.5% | -13.6% | +4.2% |
| YTD | -6.3% | +83.4% | -89.7% | -19.3% |
| 1Y | -18.3% | +77.6% | -95.9% | -29.4% |
| 3Y | +59.7% | +99.9% | -40.1% | +33.1% |
| All | -46.7% | +555.0% | -601.7% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling