+1,570.9%
QQQ vs PTC
+196.9%
+1,374.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.9% |
| 7D | +0.4% | -10.3% | +10.6% | +3.5% |
| 30D | +0.2% | +1.1% | -0.9% | -0.4% |
| 3M | -2.8% | +1.6% | -4.4% | -4.5% |
| 6M | +18.0% | -13.5% | +31.5% | +21.2% |
| YTD | +17.3% | -19.1% | +36.4% | +22.5% |
| 1Y | +25.6% | -33.9% | +59.5% | +39.0% |
| 3Y | +93.7% | -3.9% | +97.6% | +89.8% |
| 5Y | +94.2% | +6.0% | +88.1% | +83.4% |
| 10Y | +557.9% | +223.7% | +334.1% | +334.4% |
| All | +1,570.9% | +196.9% | +1,374.1% | +615.1% |
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