-44.8%
TOST vs PNR
-1.4%
-43.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +10.3% | +33.4% | -23.1% | -14.3% |
| 3M | -3.3% | +4.9% | -8.1% | -8.1% |
| 6M | +37.8% | -8.5% | +46.3% | +43.3% |
| YTD | -2.8% | -32.1% | +29.4% | +30.8% |
| 1Y | -9.6% | -35.0% | +25.4% | +27.0% |
| 3Y | +144.6% | +17.6% | +127.1% | +74.7% |
| 5Y | -31.0% | +0.9% | -31.8% | -41.2% |
| All | -44.8% | -1.4% | -43.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling