-35.6%
QID vs PTC
-39.6%
+4.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.2% |
| 7D | -1.9% | -13.6% | +11.6% | -3.1% |
| 30D | +1.7% | -14.7% | +16.4% | +0.4% |
| 3M | -3.9% | -5.9% | +2.0% | -6.7% |
| 6M | -30.0% | -21.1% | -8.9% | -37.0% |
| YTD | -28.2% | -26.0% | -2.2% | -38.2% |
| 1Y | -35.6% | -36.8% | +1.2% | -52.0% |
| All | -35.6% | -39.6% | +4.0% | -52.0% |
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