-47.7%
QS vs PTC
+46.3%
-93.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -5.0% | -14.2% | +9.3% | +4.7% |
| 30D | -18.3% | -14.4% | -3.9% | -10.2% |
| 3M | -26.0% | -4.7% | -21.3% | -26.4% |
| 6M | -24.0% | -19.3% | -4.7% | -15.9% |
| YTD | -50.3% | -26.1% | -24.2% | -41.6% |
| 1Y | -38.0% | -37.1% | -0.9% | -16.7% |
| 3Y | -24.6% | -10.4% | -14.2% | -27.8% |
| 5Y | -75.4% | +2.5% | -77.9% | -78.6% |
| All | -47.7% | +46.3% | -93.9% | -52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling