+815.3%
PBF vs QS
-46.4%
+861.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | +5.3% | -3.6% | +9.0% | +5.5% |
| 30D | +11.7% | -17.2% | +29.0% | +12.9% |
| 3M | +91.1% | -27.0% | +118.0% | +93.9% |
| 6M | +88.4% | -24.6% | +113.0% | +89.6% |
| YTD | +194.1% | -49.3% | +243.4% | +203.1% |
| 1Y | +180.4% | -40.3% | +220.7% | +183.3% |
| 3Y | +59.3% | -23.8% | +83.1% | +50.7% |
| 5Y | +816.3% | -75.0% | +891.2% | +795.4% |
| All | +815.3% | -46.4% | +861.7% | +718.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling