+139.4%
QLD vs PTC
+32.2%
+107.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -10.3% | -0.2% | -10.0% | -10.2% |
| 30D | -26.1% | +0.8% | -26.8% | -26.2% |
| 3M | -17.8% | +32.1% | -49.9% | -27.1% |
| 6M | -15.6% | +42.6% | -58.2% | -29.6% |
| YTD | +5.4% | +12.0% | -6.6% | +4.4% |
| 1Y | +5.2% | +12.2% | -6.9% | +3.9% |
| 3Y | +139.4% | +31.2% | +108.2% | +74.0% |
| All | +139.4% | +32.2% | +107.3% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling