+102.2%
PBF vs Q
+75.8%
+26.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.1% | -5.3% |
| 7D | -15.3% | +4.0% | -19.3% | -15.0% |
| 30D | -21.8% | -2.3% | -19.4% | -22.0% |
| 3M | -0.2% | -7.9% | +7.7% | -0.9% |
| 6M | +63.6% | -16.0% | +79.6% | +61.2% |
| YTD | +147.5% | +51.7% | +95.8% | +155.9% |
| 1Y | +69.8% | +28.3% | +41.5% | +91.5% |
| All | +102.2% | +75.8% | +26.4% | +126.3% |
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