+26.6%
PFE vs TOST
-11.1%
+37.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -3.7% | +9.4% | -13.1% | -4.5% |
| 30D | +5.0% | +13.5% | -8.5% | +3.8% |
| 3M | +12.2% | -0.1% | +12.3% | +12.1% |
| 6M | +14.6% | +22.5% | -7.9% | +12.9% |
| YTD | +24.1% | -2.4% | +26.5% | +24.8% |
| 1Y | +26.6% | -4.7% | +31.3% | +27.8% |
| All | +26.6% | -11.1% | +37.6% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling