+1,137.8%
QQQ vs PBF
+303.9%
+834.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.4% | +4.3% | -3.9% | -0.1% |
| 30D | +0.2% | +22.0% | -21.7% | -1.8% |
| 3M | -2.8% | +74.5% | -77.3% | -8.3% |
| 6M | +18.0% | +67.7% | -49.7% | +10.9% |
| YTD | +17.3% | +179.2% | -161.9% | +4.2% |
| 1Y | +25.6% | +170.0% | -144.4% | +11.3% |
| 3Y | +93.7% | +66.4% | +27.4% | +75.7% |
| 5Y | +94.2% | +764.5% | -670.3% | +42.0% |
| 10Y | +557.9% | +358.5% | +199.3% | +353.9% |
| All | +1,137.8% | +303.9% | +834.0% | +722.8% |
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