+180.4%
PBF vs QID
-34.8%
+215.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.8% |
| 7D | +5.3% | +1.3% | +4.1% | +5.2% |
| 30D | +11.7% | +2.9% | +8.8% | +11.3% |
| 3M | +91.1% | -0.7% | +91.8% | +88.1% |
| 6M | +88.4% | -29.7% | +118.1% | +99.6% |
| YTD | +194.1% | -27.9% | +221.9% | +211.0% |
| 1Y | +180.4% | -34.6% | +215.0% | +210.8% |
| All | +180.4% | -34.8% | +215.2% | +210.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling