+13,931.3%
TQQQ vs PBF
+315.7%
+13,615.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +2.8% | +1.4% | +1.4% | +2.4% |
| 30D | -3.0% | +15.8% | -18.9% | -7.4% |
| 3M | -2.7% | +90.3% | -93.0% | -20.6% |
| 6M | +45.4% | +102.8% | -57.4% | +12.8% |
| YTD | +36.3% | +187.3% | -151.1% | -6.8% |
| 1Y | +53.4% | +161.8% | -108.4% | +6.1% |
| 3Y | +265.6% | +55.5% | +210.1% | +179.7% |
| 5Y | +101.7% | +801.9% | -700.2% | -21.3% |
| 10Y | +3,054.7% | +362.2% | +2,692.4% | +1,061.9% |
| All | +13,931.3% | +315.7% | +13,615.6% | +4,666.6% |
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