+111.0%
PBF vs QS
-71.4%
+182.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.5% | -14.2% | -6.7% |
| 7D | -0.9% | +4.5% | -5.4% | -0.9% |
| 30D | -13.7% | -4.1% | -9.6% | -13.3% |
| 3M | +10.6% | -22.1% | +32.8% | +11.9% |
| 6M | +61.2% | -38.4% | +99.6% | +61.8% |
| YTD | +172.7% | -57.5% | +230.2% | +191.8% |
| 1Y | +111.0% | -71.3% | +182.3% | +136.0% |
| All | +111.0% | -71.4% | +182.4% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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