+558.6%
QQQ vs PBF
+374.8%
+183.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -0.6% | +5.3% | -5.9% | -1.0% |
| 30D | -1.2% | +11.7% | -12.9% | -2.3% |
| 3M | -0.2% | +91.1% | -91.3% | -6.1% |
| 6M | +17.9% | +88.4% | -70.5% | +10.3% |
| YTD | +16.6% | +194.1% | -177.4% | +4.1% |
| 1Y | +23.0% | +180.4% | -157.4% | +9.7% |
| 3Y | +92.9% | +59.3% | +33.6% | +76.9% |
| 5Y | +95.6% | +816.3% | -720.7% | +46.0% |
| All | +558.6% | +374.8% | +183.7% | +405.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling