-11.4%
PFE vs TOST
-46.1%
+34.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -0.2% | +11.6% | -11.9% | -0.7% |
| 30D | +8.7% | +16.2% | -7.6% | +8.0% |
| 3M | +15.8% | +1.0% | +14.7% | +15.7% |
| 6M | +16.8% | +23.2% | -6.4% | +15.8% |
| YTD | +26.2% | -1.0% | +27.2% | +25.8% |
| 1Y | +29.9% | -9.9% | +39.8% | +29.9% |
| 3Y | +15.9% | +101.0% | -85.1% | +12.6% |
| 5Y | -20.6% | -40.4% | +19.8% | -27.6% |
| All | -11.4% | -46.1% | +34.7% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling