+1,631.1%
QLD vs PTC
+224.0%
+1,407.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +5.0% |
| 7D | +0.6% | -10.3% | +10.8% | +9.0% |
| 30D | -0.1% | +1.1% | -1.3% | -2.1% |
| 3M | -8.4% | +1.6% | -10.0% | -13.5% |
| 6M | +32.2% | -13.5% | +45.7% | +40.6% |
| YTD | +28.9% | -19.1% | +48.0% | +43.6% |
| 1Y | +43.8% | -33.9% | +77.7% | +89.3% |
| 3Y | +176.6% | -3.9% | +180.5% | +158.1% |
| 5Y | +121.6% | +6.0% | +115.5% | +93.9% |
| All | +1,631.1% | +224.0% | +1,407.1% | +570.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling