+146.0%
QLD vs PBF
+80.0%
+65.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | +7.0% | +6.5% | +0.5% | +6.3% |
| 30D | -14.3% | -20.0% | +5.7% | -12.4% |
| 3M | -16.0% | -3.3% | -12.7% | -16.2% |
| 6M | -14.2% | +76.8% | -91.0% | -20.8% |
| YTD | +12.8% | +168.9% | -156.2% | -6.9% |
| 1Y | +14.1% | +96.4% | -82.3% | +0.6% |
| 3Y | +146.0% | +77.2% | +68.8% | +89.5% |
| All | +146.0% | +80.0% | +65.9% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling