+56.7%
TOST vs PENG
+101.4%
-44.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -0.6% |
| 7D | -3.4% | +4.5% | -8.0% | -3.9% |
| 30D | -2.4% | -7.1% | +4.7% | -2.0% |
| 3M | +34.6% | -27.3% | +61.9% | +36.4% |
| 6M | +15.2% | +169.6% | -154.4% | -11.0% |
| YTD | -4.4% | +164.6% | -169.0% | -26.2% |
| 1Y | -17.4% | +109.5% | -126.9% | -33.7% |
| All | +56.7% | +101.4% | -44.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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