+5,324.1%
QLD vs PBF
+303.9%
+5,020.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +0.6% | +4.3% | -3.7% | -0.3% |
| 30D | -0.1% | +22.0% | -22.1% | -4.2% |
| 3M | -8.4% | +74.5% | -82.9% | -18.7% |
| 6M | +32.2% | +67.7% | -35.5% | +15.9% |
| YTD | +28.9% | +179.2% | -150.3% | +0.8% |
| 1Y | +43.8% | +170.0% | -126.2% | +11.9% |
| 3Y | +176.6% | +66.4% | +110.2% | +127.1% |
| 5Y | +121.6% | +764.5% | -642.9% | +17.7% |
| 10Y | +1,652.9% | +358.5% | +1,294.4% | +757.4% |
| All | +5,324.1% | +303.9% | +5,020.2% | +2,405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling