-44.5%
TOST vs PBF
+614.7%
-659.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.4% | -1.0% |
| 7D | +9.4% | -13.8% | +23.2% | +11.4% |
| 30D | +13.5% | -19.6% | +33.1% | +16.3% |
| 3M | -0.1% | +10.3% | -10.4% | -2.7% |
| 6M | +22.5% | +63.4% | -41.0% | +11.4% |
| YTD | -2.4% | +152.6% | -155.0% | -19.1% |
| 1Y | -4.7% | +87.4% | -92.1% | -17.0% |
| 3Y | +103.2% | +63.3% | +40.0% | +71.2% |
| 5Y | -41.2% | +412.5% | -453.7% | -64.4% |
| All | -44.5% | +614.7% | -659.3% | -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 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