+733.4%
PBF vs QS
-60.6%
+794.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.8% | +10.1% | +2.7% |
| 7D | +4.3% | -5.6% | +9.9% | +4.6% |
| 30D | -21.8% | -5.8% | -16.0% | -21.7% |
| 3M | +1.7% | -39.2% | +40.9% | +4.4% |
| 6M | +69.8% | -53.9% | +123.7% | +76.1% |
| YTD | +167.7% | -62.8% | +230.5% | +180.3% |
| 1Y | +89.0% | -73.5% | +162.5% | +101.9% |
| 3Y | +78.8% | -29.1% | +107.8% | +69.3% |
| 5Y | +415.4% | -90.0% | +505.4% | +437.7% |
| All | +733.4% | -60.6% | +794.0% | +656.9% |
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