+15.2%
TOST vs PEG
-10.6%
+25.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | 0.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.2% |
| 30D | -2.4% | -2.4% | 0.0% | -3.2% |
| 3M | +34.6% | -4.8% | +39.4% | +33.4% |
| 6M | +15.2% | -10.7% | +25.9% | +12.4% |
| All | +15.2% | -10.6% | +25.8% | +12.4% |
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