+56.7%
TOST vs PH
+134.7%
-78.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.4% | -3.1% | -0.3% | -1.7% |
| 30D | -2.4% | -3.2% | +0.8% | -1.0% |
| 3M | +34.6% | +10.6% | +24.0% | +25.0% |
| 6M | +15.2% | -2.1% | +17.3% | +14.5% |
| YTD | -4.4% | +10.2% | -14.6% | -13.5% |
| 1Y | -17.4% | +28.2% | -45.6% | -34.3% |
| All | +56.7% | +134.7% | -78.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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