-7.0%
PTC vs QSR
+27.9%
-34.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.9% |
| 7D | -12.8% | +0.1% | -12.9% | -12.8% |
| 30D | -9.8% | +5.9% | -15.7% | -11.2% |
| 3M | -2.1% | +10.5% | -12.5% | -4.8% |
| 6M | -18.1% | +7.7% | -25.8% | -20.0% |
| YTD | -23.5% | +16.8% | -40.3% | -27.0% |
| 1Y | -37.4% | +30.9% | -68.2% | -42.5% |
| All | -7.0% | +27.9% | -34.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling