-40.4%
TOST vs PPL
+47.7%
-88.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | +11.6% | +1.0% | +10.6% | +11.0% |
| 30D | +16.2% | +6.8% | +9.4% | +11.7% |
| 3M | +1.0% | +3.9% | -2.8% | -1.5% |
| 6M | +23.2% | -2.0% | +25.2% | +24.2% |
| YTD | -1.0% | +5.3% | -6.3% | -5.8% |
| 1Y | -9.9% | +2.2% | -12.1% | -12.5% |
| 3Y | +101.0% | +56.7% | +44.3% | +34.7% |
| 5Y | -40.4% | +49.1% | -89.5% | -61.5% |
| All | -40.4% | +47.7% | -88.1% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling