-46.4%
TOST vs PNR
-3.5%
-42.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.3% |
| 7D | -4.7% | -2.3% | -2.3% | -2.9% |
| 30D | +8.5% | +29.3% | -20.8% | -13.4% |
| 3M | -1.6% | +4.1% | -5.7% | -6.0% |
| 6M | +44.1% | -8.6% | +52.7% | +49.5% |
| YTD | -5.6% | -33.6% | +28.0% | +29.3% |
| 1Y | -12.6% | -36.4% | +23.8% | +24.9% |
| 3Y | +137.6% | +15.1% | +122.5% | +72.6% |
| 5Y | -30.4% | -3.8% | -26.6% | -38.6% |
| All | -46.4% | -3.5% | -42.8% | -53.2% |
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