-40.6%
TOST vs PEG
+33.6%
-74.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +9.4% | -2.3% | +11.7% | +10.7% |
| 30D | +13.5% | +1.2% | +12.3% | +12.7% |
| 3M | -0.1% | -2.4% | +2.2% | +0.8% |
| 6M | +22.5% | -6.9% | +29.3% | +26.2% |
| YTD | -2.4% | -7.2% | +4.9% | -0.4% |
| 1Y | -4.7% | -8.9% | +4.2% | -1.7% |
| 3Y | +103.2% | +27.1% | +76.1% | +66.7% |
| All | -40.6% | +33.6% | -74.2% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling