+20.8%
PFE vs TOST
+138.1%
-117.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -2.1% | -4.7% | +2.6% | -1.8% |
| 30D | +3.1% | +8.5% | -5.4% | +2.6% |
| 3M | +11.2% | -1.6% | +12.8% | +11.2% |
| 6M | +15.0% | +44.1% | -29.1% | +12.6% |
| YTD | +23.5% | -5.6% | +29.1% | +23.4% |
| 1Y | +18.9% | -12.6% | +31.5% | +19.1% |
| All | +20.8% | +138.1% | -117.3% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling