+56.0%
PBF vs QID
-74.5%
+130.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.3% |
| 7D | +2.4% | -2.7% | +5.1% | +1.8% |
| 30D | +24.9% | +1.8% | +23.1% | +25.4% |
| 3M | +81.9% | -2.2% | +84.0% | +81.4% |
| 6M | +79.4% | -32.1% | +111.5% | +62.1% |
| YTD | +188.3% | -28.6% | +216.9% | +165.7% |
| 1Y | +177.3% | -36.3% | +213.6% | +147.1% |
| 3Y | +56.0% | -74.4% | +130.4% | +11.1% |
| All | +56.0% | -74.5% | +130.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling