+14.7%
QLD vs PTC
+0.1%
+14.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -17.1% | +1.5% | -18.6% | -17.1% |
| 3M | -10.4% | +37.8% | -48.2% | -12.0% |
| 6M | +0.7% | +41.2% | -40.5% | +0.6% |
| YTD | +17.7% | +12.0% | +5.7% | +29.4% |
| 1Y | +14.7% | +1.6% | +13.0% | +32.1% |
| All | +14.7% | +0.1% | +14.6% | +32.1% |
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 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