+1,501.1%
QQQ vs PTC
+313.2%
+1,187.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.4% | +0.8% | +5.5% | +6.1% |
| 30D | -7.5% | +1.2% | -8.6% | -7.8% |
| 3M | -4.8% | +32.6% | -37.4% | -14.1% |
| 6M | -2.5% | +36.1% | -38.6% | -13.7% |
| YTD | +12.4% | +12.7% | -0.2% | +4.7% |
| 1Y | +11.3% | +10.2% | +1.2% | +4.3% |
| 3Y | +85.0% | +29.4% | +55.5% | +63.2% |
| 5Y | +79.6% | +61.1% | +18.6% | +47.9% |
| 10Y | +535.9% | +317.1% | +218.8% | +283.0% |
| All | +1,501.1% | +313.2% | +1,187.9% | +511.0% |
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 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