+135.5%
PBF vs Q
+75.3%
+60.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +0.9% | +3.6% |
| 7D | +2.4% | +6.7% | -4.4% | +3.2% |
| 30D | +24.9% | -10.6% | +35.5% | +23.6% |
| 3M | +81.9% | -14.6% | +96.5% | +79.0% |
| 6M | +79.4% | +12.1% | +67.3% | +83.3% |
| YTD | +188.3% | +51.3% | +137.0% | +197.7% |
| All | +135.5% | +75.3% | +60.2% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling