-44.5%
TOST vs PBF
+660.9%
-705.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | 0.0% | +6.5% | -6.4% | -0.8% |
| 30D | +16.2% | -20.0% | +36.2% | +19.3% |
| 3M | -1.5% | -3.3% | +1.8% | -2.2% |
| 6M | +55.3% | +76.8% | -21.5% | +39.8% |
| YTD | -2.3% | +168.9% | -171.3% | -19.8% |
| 1Y | -5.5% | +96.4% | -101.9% | -18.1% |
| 3Y | +151.1% | +77.2% | +73.9% | +108.9% |
| 5Y | -27.9% | +417.7% | -445.7% | -56.7% |
| All | -44.5% | +660.9% | -705.4% | -68.9% |
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