+56.8%
PBF vs QSR
+25.0%
+31.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.3% | -4.7% | +7.0% | +3.1% |
| 30D | +11.6% | +4.3% | +7.2% | +10.5% |
| 3M | +81.7% | +5.4% | +76.3% | +79.2% |
| 6M | +96.4% | +8.2% | +88.3% | +92.1% |
| YTD | +189.5% | +14.1% | +175.3% | +179.1% |
| 1Y | +180.7% | +28.1% | +152.6% | +162.4% |
| All | +56.8% | +25.0% | +31.8% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling