+1.2%
PTC vs QSR
+43.4%
-42.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | -13.6% | -2.4% | -11.2% | -12.7% |
| 30D | -14.7% | +5.7% | -20.3% | -16.6% |
| 3M | -5.9% | +6.9% | -12.8% | -8.7% |
| 6M | -21.1% | +6.9% | -28.0% | -23.7% |
| YTD | -26.0% | +14.9% | -40.9% | -30.8% |
| 1Y | -36.8% | +29.1% | -65.9% | -44.3% |
| 3Y | -10.3% | +26.1% | -36.4% | -22.9% |
| 5Y | +1.2% | +42.3% | -41.1% | -27.3% |
| All | +1.2% | +43.4% | -42.3% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling