+5.2%
QLD vs PTC
+5.5%
-0.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -10.3% | -0.2% | -10.0% | -10.3% |
| 30D | -26.1% | +0.8% | -26.8% | -26.1% |
| 3M | -17.8% | +32.1% | -49.9% | -18.8% |
| 6M | -15.6% | +42.6% | -58.2% | -15.3% |
| YTD | +5.4% | +12.0% | -6.6% | +17.0% |
| 1Y | +5.2% | +12.2% | -6.9% | +16.8% |
| All | +5.2% | +5.5% | -0.3% | +16.8% |
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