-44.5%
TOST vs PFG
+111.3%
-155.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.1% |
| 7D | +9.4% | -0.6% | +10.1% | +10.0% |
| 30D | +13.5% | +2.0% | +11.5% | +11.7% |
| 3M | -0.1% | -3.2% | +3.0% | +1.8% |
| 6M | +22.5% | +10.9% | +11.5% | +11.5% |
| YTD | -2.4% | +28.8% | -31.2% | -21.3% |
| 1Y | -4.7% | +39.2% | -43.9% | -27.7% |
| 3Y | +103.2% | +75.0% | +28.2% | +24.1% |
| 5Y | -41.2% | +91.9% | -133.2% | -67.4% |
| All | -44.5% | +111.3% | -155.8% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling