-43.4%
TOST vs PENG
+97.7%
-141.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.1% | +14.6% | +7.4% |
| 7D | +10.7% | -20.5% | +31.2% | +15.5% |
| 30D | +17.7% | -20.4% | +38.1% | +21.3% |
| 3M | +4.6% | -16.4% | +21.0% | +5.2% |
| 6M | +20.3% | +49.2% | -29.0% | -8.4% |
| YTD | -0.4% | +147.2% | -147.6% | -37.6% |
| 1Y | -0.8% | +124.7% | -125.4% | -35.9% |
| 3Y | +102.2% | +230.3% | -128.0% | -3.2% |
| 5Y | -41.3% | +71.4% | -112.7% | -66.4% |
| All | -43.4% | +97.7% | -141.1% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling