-62.8%
QS vs PTC
+122.7%
-185.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.0% | -5.1% |
| 7D | -14.0% | +0.5% | -14.5% | -14.2% |
| 30D | -6.4% | +1.2% | -7.6% | -7.0% |
| 3M | -40.3% | +27.4% | -67.6% | -50.1% |
| 6M | -57.5% | +39.2% | -96.7% | -67.6% |
| YTD | -64.7% | +12.5% | -77.2% | -69.1% |
| 1Y | -72.9% | +12.3% | -85.2% | -76.2% |
| 3Y | -33.5% | +28.8% | -62.3% | -50.3% |
| 5Y | -90.5% | +60.9% | -151.4% | -93.9% |
| All | -62.8% | +122.7% | -185.6% | -74.8% |
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