-100.0%
QID vs PTC
+1,412.3%
-1,512.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.8% |
| 7D | -1.1% | +0.5% | -1.6% | -0.7% |
| 30D | +14.4% | +0.9% | +13.5% | +15.2% |
| 3M | +6.7% | +30.4% | -23.7% | +31.4% |
| 6M | +2.6% | +34.4% | -31.8% | +28.1% |
| YTD | -24.2% | +12.6% | -36.8% | -16.8% |
| 1Y | -22.3% | +10.2% | -32.5% | -15.9% |
| 3Y | -72.0% | +29.4% | -101.4% | -61.3% |
| 5Y | -78.2% | +63.7% | -141.9% | -55.5% |
| 10Y | -99.1% | +316.9% | -415.9% | -94.0% |
| All | -100.0% | +1,412.3% | -1,512.2% | -99.1% |
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 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