+154.7%
QLD vs PBF
+74.2%
+80.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +6.4% |
| 7D | -1.4% | -7.4% | +5.9% | -0.6% |
| 30D | -19.6% | -17.5% | -2.1% | -18.1% |
| 3M | -14.1% | +13.1% | -27.3% | -15.9% |
| 6M | -13.6% | +72.6% | -86.3% | -20.1% |
| YTD | +12.5% | +161.2% | -148.7% | -6.9% |
| 1Y | +13.1% | +93.3% | -80.2% | -0.3% |
| 3Y | +154.7% | +80.7% | +74.0% | +92.8% |
| All | +154.7% | +74.2% | +80.5% | +92.8% |
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 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