-4.7%
TOST vs PFG
+40.5%
-45.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +9.4% | -0.6% | +10.1% | +9.8% |
| 30D | +13.5% | +2.0% | +11.5% | +12.1% |
| 3M | -0.1% | -3.2% | +3.0% | +1.4% |
| 6M | +22.5% | +10.9% | +11.5% | +12.6% |
| YTD | -2.4% | +28.8% | -31.2% | -21.0% |
| 1Y | -4.7% | +39.2% | -43.9% | -28.9% |
| All | -4.7% | +40.5% | -45.2% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling