+288.8%
PBF vs QSR
+211.0%
+77.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.6% | +4.8% |
| 7D | +2.4% | +0.1% | +2.3% | +2.2% |
| 30D | +24.9% | +5.9% | +18.9% | +19.7% |
| 3M | +81.9% | +10.5% | +71.4% | +68.3% |
| 6M | +79.4% | +7.7% | +71.7% | +67.0% |
| YTD | +188.3% | +16.8% | +171.5% | +153.4% |
| 1Y | +177.3% | +30.9% | +146.4% | +124.0% |
| 3Y | +56.0% | +28.2% | +27.8% | +21.7% |
| 5Y | +804.0% | +45.0% | +759.0% | +522.8% |
| 10Y | +334.1% | +127.3% | +206.8% | +134.9% |
| All | +288.8% | +211.0% | +77.9% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling