+103.2%
TOST vs PNR
+14.7%
+88.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | 0.0% |
| 7D | +9.4% | +2.8% | +6.6% | +7.7% |
| 30D | +13.5% | +31.2% | -17.7% | -3.9% |
| 3M | -0.1% | -2.1% | +1.9% | +0.9% |
| 6M | +22.5% | -14.0% | +36.4% | +33.0% |
| YTD | -2.4% | -33.6% | +31.2% | +26.4% |
| 1Y | -4.7% | -35.2% | +30.5% | +25.9% |
| 3Y | +103.2% | +15.8% | +87.4% | +42.0% |
| All | +103.2% | +14.7% | +88.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling