+152.5%
QQQM vs PBF
+1,306.9%
-1,154.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | +1.0% | +1.4% | -0.4% | +1.0% |
| 30D | -0.6% | +15.8% | -16.5% | -1.2% |
| 3M | +1.3% | +90.3% | -89.0% | -1.4% |
| 6M | +18.2% | +102.8% | -84.6% | +14.3% |
| YTD | +16.9% | +187.3% | -170.4% | +10.9% |
| 1Y | +24.0% | +161.8% | -137.8% | +17.9% |
| 3Y | +96.0% | +55.5% | +40.6% | +85.9% |
| 5Y | +95.2% | +801.9% | -706.7% | +81.6% |
| All | +152.5% | +1,306.9% | -1,154.4% | +138.8% |
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