-8.9%
TOST vs PNR
-34.0%
+25.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.6% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | +11.1% | +34.4% | -23.4% | +1.5% |
| 3M | +0.8% | +2.4% | -1.6% | +0.2% |
| 6M | +38.8% | -7.8% | +46.6% | +41.4% |
| YTD | -2.1% | -31.6% | +29.5% | +14.1% |
| All | -8.9% | -34.0% | +25.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling