+1,450.1%
QLD vs PTC
+315.4%
+1,134.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.8% | +1.3% | -5.1% | -4.6% |
| 30D | -20.5% | +1.1% | -21.6% | -21.1% |
| 3M | -14.6% | +30.1% | -44.8% | -33.8% |
| 6M | -14.7% | +34.0% | -48.7% | -38.0% |
| YTD | +11.2% | +12.8% | -1.6% | -8.3% |
| 1Y | +7.1% | +10.7% | -3.6% | -10.4% |
| 3Y | +141.1% | +29.6% | +111.5% | +71.0% |
| 5Y | +84.3% | +63.5% | +20.7% | +10.7% |
| 10Y | +1,450.1% | +316.7% | +1,133.4% | +379.9% |
| All | +1,450.1% | +315.4% | +1,134.7% | +379.9% |
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