-22.0%
QID vs PTC
+0.1%
-22.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +9.8% | +0.1% | +9.7% | +9.8% |
| 30D | +18.9% | +1.5% | +17.4% | +19.0% |
| 3M | +9.6% | +37.8% | -28.2% | +11.7% |
| 6M | -7.8% | +41.2% | -49.0% | -8.0% |
| YTD | -23.3% | +12.0% | -35.4% | -30.1% |
| 1Y | -22.0% | +1.6% | -23.7% | -32.0% |
| All | -22.0% | +0.1% | -22.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling