-44.8%
TOST vs PBF
+600.3%
-645.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | 0.0% |
| 7D | +3.0% | -15.3% | +18.2% | +5.1% |
| 30D | +10.3% | -21.8% | +32.0% | +13.5% |
| 3M | -3.3% | -0.2% | -3.1% | -4.5% |
| 6M | +37.8% | +63.6% | -25.8% | +25.3% |
| YTD | -2.8% | +147.5% | -150.3% | -19.2% |
| 1Y | -9.6% | +69.8% | -79.4% | -19.9% |
| 3Y | +144.6% | +65.3% | +79.4% | +105.3% |
| 5Y | -31.0% | +393.4% | -424.4% | -58.4% |
| All | -44.8% | +600.3% | -645.1% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling