+802.0%
PBF vs QSR
+40.6%
+761.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.3% | -4.7% | +7.0% | +3.7% |
| 30D | +11.6% | +4.3% | +7.2% | +9.9% |
| 3M | +81.7% | +5.4% | +76.3% | +77.8% |
| 6M | +96.4% | +8.2% | +88.3% | +89.7% |
| YTD | +189.5% | +14.1% | +175.3% | +173.9% |
| 1Y | +180.7% | +28.1% | +152.6% | +154.1% |
| 3Y | +56.6% | +25.3% | +31.4% | +38.4% |
| 5Y | +802.0% | +40.4% | +761.6% | +741.6% |
| All | +802.0% | +40.6% | +761.4% | +741.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling