+56.8%
QQQI vs PBF
+74.2%
-17.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -1.0% | +2.3% | -3.4% | -1.2% |
| 30D | -0.6% | +11.6% | -12.1% | -1.2% |
| 3M | +3.4% | +81.7% | -78.4% | -0.1% |
| 6M | +10.6% | +96.4% | -85.8% | +5.6% |
| YTD | +10.3% | +189.5% | -179.2% | +1.3% |
| 1Y | +16.3% | +180.7% | -164.4% | +6.5% |
| All | +56.8% | +74.2% | -17.4% | +39.7% |
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