+77.2%
PBF vs QS
-32.2%
+109.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.6% | +0.6% |
| 7D | +6.5% | -14.0% | +20.5% | +7.0% |
| 30D | -20.0% | -6.4% | -13.6% | -19.9% |
| 3M | -3.3% | -40.3% | +36.9% | -1.5% |
| 6M | +76.8% | -57.5% | +134.3% | +81.8% |
| YTD | +168.9% | -64.7% | +233.6% | +178.6% |
| 1Y | +96.4% | -72.9% | +169.2% | +105.8% |
| 3Y | +77.2% | -33.5% | +110.7% | +61.7% |
| All | +77.2% | -32.2% | +109.4% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling