-44.5%
TOST vs PFG
+116.3%
-160.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.1% |
| 7D | 0.0% | +2.4% | -2.4% | -1.8% |
| 30D | +16.2% | +5.9% | +10.3% | +11.1% |
| 3M | -1.5% | -0.4% | -1.1% | -1.8% |
| 6M | +55.3% | +14.8% | +40.5% | +37.8% |
| YTD | -2.3% | +31.9% | -34.3% | -22.7% |
| 1Y | -5.5% | +38.8% | -44.3% | -28.2% |
| 3Y | +151.1% | +82.4% | +68.7% | +48.2% |
| 5Y | -27.9% | +94.7% | -122.6% | -60.7% |
| All | -44.5% | +116.3% | -160.9% | -71.2% |
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