+4,854.7%
QLD vs PBF
+294.5%
+4,560.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +3.1% |
| 7D | -9.4% | -0.9% | -8.5% | -9.4% |
| 30D | -17.1% | -13.7% | -3.3% | -15.2% |
| 3M | -10.4% | +10.6% | -21.0% | -13.2% |
| 6M | +0.7% | +61.2% | -60.4% | -10.4% |
| YTD | +17.7% | +172.7% | -155.0% | -8.3% |
| 1Y | +14.7% | +111.0% | -96.3% | -6.2% |
| 3Y | +169.6% | +73.6% | +96.1% | +118.1% |
| 5Y | +86.7% | +479.7% | -393.0% | +8.6% |
| 10Y | +1,600.8% | +312.9% | +1,287.8% | +753.4% |
| All | +4,854.7% | +294.5% | +4,560.2% | +2,178.2% |
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 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