+103.2%
TOST vs PBF
+59.0%
+44.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.4% | -1.4% |
| 7D | +9.4% | -13.8% | +23.2% | +10.6% |
| 30D | +13.5% | -19.6% | +33.1% | +15.1% |
| 3M | -0.1% | +10.3% | -10.4% | -2.0% |
| 6M | +22.5% | +63.4% | -41.0% | +14.5% |
| YTD | -2.4% | +152.6% | -155.0% | -15.3% |
| 1Y | -4.7% | +87.4% | -92.1% | -13.5% |
| 3Y | +103.2% | +63.3% | +40.0% | +64.1% |
| All | +103.2% | +59.0% | +44.2% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling