+1,351.8%
QLD vs PBF
+276.6%
+1,075.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.8% |
| 7D | -10.3% | -13.8% | +3.5% | -7.9% |
| 30D | -26.1% | -19.6% | -6.4% | -23.5% |
| 3M | -17.8% | +10.3% | -28.0% | -20.0% |
| 6M | -15.6% | +63.4% | -79.0% | -24.3% |
| YTD | +5.4% | +152.6% | -147.3% | -15.3% |
| 1Y | +5.2% | +87.4% | -82.1% | -10.7% |
| 3Y | +139.4% | +63.3% | +76.2% | +98.5% |
| 5Y | +66.7% | +412.5% | -345.8% | +3.2% |
| All | +1,351.8% | +276.6% | +1,075.2% | +788.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling