+769.0%
PBF vs QS
-44.4%
+813.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +4.3% | -2.3% | +6.6% | +4.4% |
| 30D | +22.0% | -0.7% | +22.7% | +22.0% |
| 3M | +74.5% | -39.6% | +114.1% | +79.0% |
| 6M | +67.7% | -21.7% | +89.4% | +68.4% |
| YTD | +179.2% | -47.4% | +226.6% | +187.2% |
| 1Y | +170.0% | -28.4% | +198.4% | +169.1% |
| 3Y | +66.4% | -22.6% | +89.0% | +57.3% |
| 5Y | +764.5% | -75.6% | +840.1% | +746.7% |
| All | +769.0% | -44.4% | +813.4% | +675.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling