-100.0%
QID vs PTC
+987.3%
-1,087.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | -4.9% |
| 7D | -0.6% | -10.3% | +9.6% | -8.4% |
| 30D | 0.0% | +1.1% | -1.1% | +1.2% |
| 3M | +3.7% | +1.6% | +2.1% | +4.4% |
| 6M | -29.9% | -13.5% | -16.4% | -37.4% |
| YTD | -28.8% | -19.1% | -9.7% | -39.4% |
| 1Y | -37.2% | -33.9% | -3.3% | -54.0% |
| 3Y | -73.7% | -3.9% | -69.8% | -70.8% |
| 5Y | -80.7% | +6.0% | -86.8% | -71.7% |
| 10Y | -99.1% | +223.7% | -322.9% | -95.3% |
| All | -100.0% | +987.3% | -1,087.3% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling