+167.6%
QLD vs PBF
+71.7%
+95.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +2.5% |
| 7D | -9.4% | -0.9% | -8.5% | -9.4% |
| 30D | -17.1% | -13.7% | -3.3% | -16.0% |
| 3M | -10.4% | +10.6% | -21.0% | -12.1% |
| 6M | +0.7% | +61.2% | -60.4% | -6.0% |
| YTD | +17.7% | +172.7% | -155.0% | -3.1% |
| 1Y | +14.7% | +111.0% | -96.3% | -0.5% |
| All | +167.6% | +71.7% | +95.9% | +107.3% |
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