+334.9%
PBF vs QID
-99.1%
+434.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +1.7% |
| 7D | +2.3% | +2.7% | -0.4% | +3.4% |
| 30D | +11.6% | +3.3% | +8.2% | +13.2% |
| 3M | +81.7% | -5.5% | +87.3% | +78.8% |
| 6M | +96.4% | -28.4% | +124.8% | +71.1% |
| YTD | +189.5% | -26.6% | +216.0% | +155.6% |
| 1Y | +180.7% | -34.1% | +214.9% | +138.4% |
| 3Y | +56.6% | -73.7% | +130.3% | -2.7% |
| 5Y | +802.0% | -80.7% | +882.6% | +464.4% |
| All | +334.9% | -99.1% | +434.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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