+139.4%
QLD vs PBF
+59.0%
+80.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.4% | -3.1% | -9.7% |
| 7D | -10.3% | -13.8% | +3.5% | -8.9% |
| 30D | -26.1% | -19.6% | -6.4% | -24.5% |
| 3M | -17.8% | +10.3% | -28.0% | -19.3% |
| 6M | -15.6% | +63.4% | -79.0% | -21.4% |
| YTD | +5.4% | +152.6% | -147.3% | -12.5% |
| 1Y | +5.2% | +87.4% | -82.1% | -7.0% |
| 3Y | +139.4% | +63.3% | +76.2% | +87.2% |
| All | +139.4% | +59.0% | +80.4% | +87.2% |
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