+121.0%
QLD vs PBF
+772.7%
-651.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.6% | +4.3% | -3.7% | 0.0% |
| 30D | -0.1% | +22.0% | -22.1% | -2.8% |
| 3M | -8.4% | +74.5% | -82.9% | -15.3% |
| 6M | +32.2% | +67.7% | -35.5% | +21.2% |
| YTD | +28.9% | +179.2% | -150.3% | +7.9% |
| 1Y | +43.8% | +170.0% | -126.2% | +19.9% |
| 3Y | +176.6% | +66.4% | +110.2% | +133.4% |
| All | +121.0% | +772.7% | -651.6% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling