-44.4%
TOST vs PEG
+43.5%
-87.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -1.4% |
| 7D | +4.0% | +0.9% | +3.2% | +3.5% |
| 30D | +11.1% | +3.8% | +7.2% | +8.9% |
| 3M | +0.8% | +0.1% | +0.8% | +0.5% |
| 6M | +38.8% | -1.0% | +39.8% | +38.3% |
| YTD | -2.1% | -4.1% | +2.0% | -1.8% |
| 1Y | -6.0% | -6.9% | +0.8% | -4.0% |
| 3Y | +149.8% | +35.6% | +114.1% | +97.7% |
| 5Y | -42.8% | +42.8% | -85.5% | -56.2% |
| All | -44.4% | +43.5% | -87.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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