+22.5%
TOST vs PEG
-7.8%
+30.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | +9.4% | -2.3% | +11.7% | +9.1% |
| 30D | +13.5% | +1.2% | +12.3% | +13.8% |
| 3M | -0.1% | -2.4% | +2.2% | -1.9% |
| 6M | +22.5% | -6.9% | +29.3% | +19.2% |
| All | +22.5% | -7.8% | +30.2% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling