+55.6%
TOST vs PFG
+70.7%
-15.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.1% |
| 7D | -3.4% | +5.5% | -8.9% | -7.2% |
| 30D | -2.4% | +2.4% | -4.8% | -4.2% |
| 3M | +34.6% | +13.6% | +21.0% | +22.2% |
| 6M | +15.2% | +27.9% | -12.7% | -4.4% |
| YTD | -4.4% | +35.6% | -39.9% | -24.2% |
| 1Y | -17.4% | +48.5% | -65.9% | -39.0% |
| All | +55.6% | +70.7% | -15.2% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling