-0.8%
TOST vs PBF
+120.1%
-120.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.7% | +12.2% | +5.2% |
| 7D | +10.7% | -0.9% | +11.6% | +10.6% |
| 30D | +17.7% | -13.7% | +31.5% | +17.2% |
| 3M | +4.6% | +10.6% | -6.0% | +4.5% |
| 6M | +20.3% | +61.2% | -40.9% | +20.8% |
| YTD | -0.4% | +172.7% | -173.1% | +3.0% |
| 1Y | -0.8% | +111.0% | -111.8% | +4.2% |
| All | -0.8% | +120.1% | -120.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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