+113.9%
PBF vs Q
+80.0%
+34.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +5.9% |
| 7D | -4.0% | +6.6% | -10.5% | -3.6% |
| 30D | -18.0% | +2.7% | -20.7% | -17.8% |
| 3M | +0.9% | -8.4% | +9.3% | +0.1% |
| 6M | +65.7% | -17.3% | +83.0% | +62.7% |
| YTD | +161.9% | +55.3% | +106.6% | +171.1% |
| 1Y | +77.8% | +31.5% | +46.3% | +100.8% |
| All | +113.9% | +80.0% | +34.0% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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