+315.0%
PBF vs QID
-99.8%
+414.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +1.5% |
| 7D | +6.5% | -7.1% | +13.6% | +3.6% |
| 30D | -20.0% | +12.6% | -32.6% | -15.2% |
| 3M | -3.3% | +14.2% | -17.6% | +3.1% |
| 6M | +76.8% | +6.2% | +70.6% | +84.1% |
| YTD | +168.9% | -21.8% | +190.7% | +144.0% |
| 1Y | +96.4% | -23.1% | +119.5% | +77.2% |
| 3Y | +77.2% | -71.3% | +148.5% | +12.2% |
| 5Y | +417.7% | -77.0% | +494.7% | +244.8% |
| 10Y | +264.7% | -99.0% | +363.8% | -40.8% |
| All | +315.0% | -99.8% | +414.8% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling