+1,418.0%
QLD vs PBF
+299.9%
+1,118.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +6.2% |
| 7D | -1.4% | -7.4% | +5.9% | -0.1% |
| 30D | -19.6% | -17.5% | -2.1% | -17.0% |
| 3M | -14.1% | +13.1% | -27.3% | -16.9% |
| 6M | -13.6% | +72.6% | -86.3% | -23.3% |
| YTD | +12.5% | +161.2% | -148.7% | -10.2% |
| 1Y | +13.1% | +93.3% | -80.2% | -4.5% |
| 3Y | +154.7% | +80.7% | +74.0% | +107.1% |
| 5Y | +81.1% | +396.1% | -315.0% | +12.7% |
| 10Y | +1,418.0% | +252.3% | +1,165.7% | +827.4% |
| All | +1,418.0% | +299.9% | +1,118.1% | +827.4% |
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