-40.4%
TOST vs PENG
+31.0%
-71.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.0% | +22.4% | +4.0% |
| 7D | +11.6% | -36.7% | +48.3% | +20.7% |
| 30D | +16.2% | -42.0% | +58.3% | +26.8% |
| 3M | +1.0% | -33.2% | +34.2% | +5.4% |
| 6M | +23.2% | +2.1% | +21.1% | +3.4% |
| YTD | -1.0% | +90.3% | -91.3% | -34.1% |
| 1Y | -9.9% | +67.7% | -77.6% | -37.6% |
| 3Y | +101.0% | +154.2% | -53.2% | +2.8% |
| 5Y | -40.4% | +28.3% | -68.7% | -64.4% |
| All | -40.4% | +31.0% | -71.4% | -64.4% |
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