+8,329.0%
QLD vs PTC
+1,497.2%
+6,831.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -9.4% | +0.1% | -9.5% | -9.5% |
| 30D | -17.1% | +1.5% | -18.6% | -17.9% |
| 3M | -10.4% | +37.8% | -48.2% | -34.6% |
| 6M | +0.7% | +41.2% | -40.5% | -31.2% |
| YTD | +17.7% | +12.0% | +5.7% | -4.6% |
| 1Y | +14.7% | +1.6% | +13.0% | 0.0% |
| 3Y | +169.6% | +32.3% | +137.3% | +88.0% |
| 5Y | +86.7% | +61.4% | +25.3% | +15.2% |
| 10Y | +1,600.8% | +343.4% | +1,257.4% | +362.2% |
| All | +8,329.0% | +1,497.2% | +6,831.7% | +596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling