+2,876.9%
TQQQ vs PBF
+374.8%
+2,502.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | -1.9% | +5.3% | -7.2% | -3.2% |
| 30D | -4.9% | +11.7% | -16.6% | -7.9% |
| 3M | -6.4% | +91.1% | -97.5% | -22.3% |
| 6M | +44.4% | +88.4% | -44.0% | +16.8% |
| YTD | +35.2% | +194.1% | -158.9% | -5.5% |
| 1Y | +49.5% | +180.4% | -130.9% | +4.4% |
| 3Y | +250.7% | +59.3% | +191.4% | +171.7% |
| 5Y | +104.7% | +816.3% | -711.6% | -14.2% |
| All | +2,876.9% | +374.8% | +2,502.1% | +1,402.3% |
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