-13.3%
PFE vs TOST
-46.7%
+33.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.7% | +4.0% | -8.7% | -4.8% |
| 30D | +3.4% | +11.1% | -7.7% | +2.9% |
| 3M | +9.2% | +0.8% | +8.4% | +9.1% |
| 6M | +15.8% | +38.8% | -23.0% | +14.3% |
| YTD | +23.4% | -2.1% | +25.5% | +23.1% |
| 1Y | +25.8% | -6.0% | +31.9% | +25.6% |
| 3Y | +17.8% | +149.8% | -131.9% | +13.9% |
| 5Y | -20.2% | -42.8% | +22.6% | -27.1% |
| All | -13.3% | -46.7% | +33.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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