-45.7%
TOST vs PH
+262.0%
-307.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.4% | -3.1% | -0.3% | -1.1% |
| 30D | -2.4% | -3.2% | +0.8% | -0.5% |
| 3M | +34.6% | +10.6% | +24.0% | +22.3% |
| 6M | +15.2% | -2.1% | +17.3% | +13.5% |
| YTD | -4.4% | +10.2% | -14.6% | -15.8% |
| 1Y | -17.4% | +28.2% | -45.6% | -37.4% |
| 3Y | +54.5% | +134.9% | -80.4% | -36.5% |
| All | -45.7% | +262.0% | -307.7% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling