-44.4%
TOST vs PBF
+639.0%
-683.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.2% |
| 7D | +4.0% | -7.4% | +11.4% | +5.0% |
| 30D | +11.1% | -17.5% | +28.5% | +13.5% |
| 3M | +0.8% | +13.1% | -12.3% | -2.1% |
| 6M | +38.8% | +72.6% | -33.8% | +25.3% |
| YTD | -2.1% | +161.2% | -163.3% | -19.2% |
| 1Y | -6.0% | +93.3% | -99.4% | -18.4% |
| 3Y | +149.8% | +80.7% | +69.1% | +106.7% |
| 5Y | -42.8% | +396.1% | -438.9% | -65.3% |
| All | -44.4% | +639.0% | -683.3% | -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