+103.2%
TOST vs PEG
+25.9%
+77.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +9.4% | -2.3% | +11.7% | +10.5% |
| 30D | +13.5% | +1.2% | +12.3% | +12.8% |
| 3M | -0.1% | -2.4% | +2.2% | +0.7% |
| 6M | +22.5% | -6.9% | +29.3% | +25.7% |
| YTD | -2.4% | -7.2% | +4.9% | -0.9% |
| 1Y | -4.7% | -8.9% | +4.2% | -2.1% |
| 3Y | +103.2% | +27.1% | +76.1% | +51.3% |
| All | +103.2% | +25.9% | +77.3% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling