-80.7%
QID vs PTC
+0.6%
-81.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.2% |
| 7D | +2.7% | -14.2% | +17.0% | -8.4% |
| 30D | +3.3% | -14.4% | +17.8% | -7.8% |
| 3M | -5.5% | -4.7% | -0.8% | -9.9% |
| 6M | -28.4% | -19.3% | -9.1% | -41.0% |
| YTD | -26.6% | -26.1% | -0.4% | -44.0% |
| 1Y | -34.1% | -37.1% | +2.9% | -56.5% |
| 3Y | -73.7% | -10.4% | -63.3% | -70.5% |
| 5Y | -80.7% | +2.5% | -83.1% | -66.8% |
| All | -80.7% | +0.6% | -81.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling