+801.9%
PBF vs QID
-80.7%
+882.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.2% |
| 7D | +1.4% | -1.9% | +3.3% | +0.9% |
| 30D | +15.8% | +1.7% | +14.1% | +16.3% |
| 3M | +90.3% | -3.9% | +94.2% | +89.3% |
| 6M | +102.8% | -30.0% | +132.8% | +87.1% |
| YTD | +187.3% | -28.2% | +215.6% | +167.3% |
| 1Y | +161.8% | -35.6% | +197.5% | +138.0% |
| 3Y | +55.5% | -74.3% | +129.8% | +19.7% |
| 5Y | +801.9% | -80.8% | +882.7% | +649.3% |
| All | +801.9% | -80.7% | +882.6% | +649.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling