+133.5%
QLD vs PTC
+31.8%
+101.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.3% | -12.4% | -12.6% |
| 7D | -18.6% | -0.1% | -18.5% | -18.5% |
| 30D | -28.3% | +0.8% | -29.1% | -28.5% |
| 3M | -20.4% | +39.6% | -60.0% | -31.5% |
| 6M | -14.3% | +41.5% | -55.8% | -28.2% |
| YTD | +2.8% | +11.7% | -8.9% | +1.9% |
| 1Y | -1.2% | +2.4% | -3.7% | +4.6% |
| All | +133.5% | +31.8% | +101.7% | +69.9% |
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 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