-74.4%
QID vs PTC
-8.0%
-66.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | -2.5% |
| 7D | -2.7% | -12.8% | +10.1% | -9.1% |
| 30D | +1.8% | -9.8% | +11.6% | -3.0% |
| 3M | -2.2% | -2.1% | -0.1% | -4.3% |
| 6M | -32.1% | -18.1% | -14.0% | -41.5% |
| YTD | -28.6% | -23.5% | -5.1% | -41.4% |
| 1Y | -36.3% | -37.4% | +1.0% | -55.2% |
| 3Y | -74.4% | -7.2% | -67.2% | -67.8% |
| All | -74.4% | -8.0% | -66.4% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling