+330.8%
PBF vs QID
-99.8%
+430.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.5% |
| 7D | +4.3% | -0.6% | +4.9% | +4.0% |
| 30D | +22.0% | 0.0% | +22.0% | +22.1% |
| 3M | +74.5% | +3.7% | +70.8% | +78.8% |
| 6M | +67.7% | -29.9% | +97.5% | +43.7% |
| YTD | +179.2% | -28.8% | +208.0% | +141.7% |
| 1Y | +170.0% | -37.2% | +207.2% | +122.7% |
| 3Y | +66.4% | -73.7% | +140.1% | +1.2% |
| 5Y | +764.5% | -80.7% | +845.2% | +426.3% |
| 10Y | +358.5% | -99.1% | +457.6% | -28.3% |
| All | +330.8% | -99.8% | +430.6% | -64.6% |
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