-99.2%
QID vs PTC
+196.2%
-295.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | -2.0% |
| 7D | -1.9% | -13.6% | +11.6% | -12.2% |
| 30D | +1.7% | -14.7% | +16.4% | -9.6% |
| 3M | -3.9% | -5.9% | +2.0% | -9.0% |
| 6M | -30.0% | -21.1% | -8.9% | -42.5% |
| YTD | -28.2% | -26.0% | -2.2% | -43.8% |
| 1Y | -35.6% | -36.8% | +1.2% | -55.5% |
| 3Y | -74.3% | -10.3% | -64.0% | -72.5% |
| 5Y | -80.8% | +1.2% | -82.0% | -71.9% |
| 10Y | -99.2% | +198.3% | -297.4% | -96.1% |
| All | -99.2% | +196.2% | -295.3% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling