+5.2%
QLD vs PBF
+94.2%
-88.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.5% |
| 7D | -10.3% | -13.8% | +3.5% | -10.9% |
| 30D | -26.1% | -19.6% | -6.4% | -26.7% |
| 3M | -17.8% | +10.3% | -28.0% | -16.9% |
| 6M | -15.6% | +63.4% | -79.0% | -10.9% |
| YTD | +5.4% | +152.6% | -147.3% | +6.6% |
| 1Y | +5.2% | +87.4% | -82.1% | +15.1% |
| All | +5.2% | +94.2% | -88.9% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling