+170.0%
PBF vs QSR
+33.2%
+136.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | +2.4% | +1.9% | +4.4% |
| 30D | +22.0% | +7.6% | +14.4% | +22.0% |
| 3M | +74.5% | +12.6% | +61.9% | +73.7% |
| 6M | +67.7% | +14.4% | +53.3% | +66.8% |
| YTD | +179.2% | +19.6% | +159.6% | +175.0% |
| 1Y | +170.0% | +33.9% | +136.1% | +162.4% |
| All | +170.0% | +33.2% | +136.8% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling