-12.9%
PFE vs TOST
-46.9%
+34.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -3.7% | +9.4% | -13.1% | -4.0% |
| 30D | +5.0% | +13.5% | -8.5% | +4.4% |
| 3M | +12.2% | -0.1% | +12.3% | +12.1% |
| 6M | +14.6% | +22.5% | -7.9% | +13.5% |
| YTD | +24.1% | -2.4% | +26.5% | +23.8% |
| 1Y | +26.6% | -4.7% | +31.3% | +26.3% |
| 3Y | +14.3% | +103.2% | -88.9% | +11.1% |
| 5Y | -21.9% | -41.2% | +19.3% | -28.8% |
| All | -12.9% | -46.9% | +34.0% | -20.6% |
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