-45.7%
TOST vs PENG
+111.7%
-157.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -1.5% |
| 7D | -3.4% | +4.5% | -8.0% | -4.5% |
| 30D | -2.4% | -7.1% | +4.7% | -1.4% |
| 3M | +34.6% | -27.3% | +61.9% | +37.6% |
| 6M | +15.2% | +169.6% | -154.4% | -26.5% |
| YTD | -4.4% | +164.6% | -169.0% | -39.3% |
| 1Y | -17.4% | +109.5% | -126.9% | -43.9% |
| 3Y | +54.5% | +98.9% | -44.5% | -9.3% |
| All | -45.7% | +111.7% | -157.3% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling