+16.2%
PFE vs TOST
+99.4%
-83.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -0.2% | +11.6% | -11.9% | -0.9% |
| 30D | +8.7% | +16.2% | -7.6% | +7.6% |
| 3M | +15.8% | +1.0% | +14.7% | +15.6% |
| 6M | +16.8% | +23.2% | -6.4% | +15.1% |
| YTD | +26.2% | -1.0% | +27.2% | +25.6% |
| 1Y | +29.9% | -9.9% | +39.8% | +29.9% |
| All | +16.2% | +99.4% | -83.2% | +12.2% |
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