-48.1%
TOST vs PNR
-19.0%
-29.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -0.9% |
| 7D | -4.7% | -3.9% | -0.8% | -1.4% |
| 30D | -9.1% | -13.8% | +4.7% | +3.0% |
| 3M | +29.8% | -22.5% | +52.3% | +57.1% |
| 6M | +10.0% | -37.2% | +47.2% | +59.0% |
| YTD | -8.6% | -44.2% | +35.6% | +46.6% |
| 1Y | -20.7% | -46.6% | +25.9% | +33.2% |
| 3Y | +55.7% | -12.5% | +68.2% | +48.5% |
| All | -48.1% | -19.0% | -29.1% | -47.0% |
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