-45.7%
TOST vs PBF
+689.9%
-735.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -3.4% | +4.3% | -7.7% | -4.0% |
| 30D | -2.4% | +22.0% | -24.4% | -5.4% |
| 3M | +34.6% | +74.5% | -39.9% | +22.7% |
| 6M | +15.2% | +67.7% | -52.5% | +4.5% |
| YTD | -4.4% | +179.2% | -183.6% | -21.1% |
| 1Y | -17.4% | +170.0% | -187.4% | -32.3% |
| 3Y | +54.5% | +66.4% | -11.9% | +31.4% |
| All | -45.7% | +689.9% | -735.5% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling