-45.4%
TOST vs PFG
+118.5%
-164.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.4% |
| 7D | -3.6% | -2.2% | -1.4% | -2.1% |
| 30D | +8.9% | +6.4% | +2.5% | +3.8% |
| 3M | -2.2% | +2.2% | -4.5% | -4.5% |
| 6M | +41.0% | +16.3% | +24.7% | +23.9% |
| YTD | -4.0% | +33.2% | -37.2% | -24.6% |
| 1Y | -9.6% | +40.6% | -50.2% | -32.0% |
| 3Y | +141.7% | +83.3% | +58.3% | +42.1% |
| 5Y | -29.5% | +97.7% | -127.2% | -61.9% |
| All | -45.4% | +118.5% | -164.0% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling