-44.4%
TOST vs PNR
-0.6%
-43.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -2.2% |
| 7D | +4.0% | -0.5% | +4.5% | +4.4% |
| 30D | +11.1% | +34.4% | -23.4% | -14.3% |
| 3M | +0.8% | +2.4% | -1.6% | -2.3% |
| 6M | +38.8% | -7.8% | +46.6% | +43.4% |
| YTD | -2.1% | -31.6% | +29.5% | +30.9% |
| 1Y | -6.0% | -33.6% | +27.6% | +29.5% |
| 3Y | +149.8% | +19.9% | +129.9% | +74.9% |
| 5Y | -42.8% | +0.8% | -43.6% | -51.2% |
| All | -44.4% | -0.6% | -43.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling