+737.1%
PBF vs QS
-62.6%
+799.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.6% | +0.7% |
| 7D | +6.5% | -14.0% | +20.5% | +7.3% |
| 30D | -20.0% | -6.4% | -13.6% | -19.9% |
| 3M | -3.3% | -40.3% | +36.9% | -0.7% |
| 6M | +76.8% | -57.5% | +134.3% | +84.3% |
| YTD | +168.9% | -64.7% | +233.6% | +182.4% |
| 1Y | +96.4% | -72.9% | +169.2% | +109.4% |
| 3Y | +77.2% | -33.5% | +110.7% | +68.5% |
| 5Y | +417.7% | -90.5% | +508.3% | +441.7% |
| All | +737.1% | -62.6% | +799.8% | +662.5% |
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