-57.5%
QS vs PTC
+122.9%
-180.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | -1.4% | +0.9% | -2.3% | -1.9% |
| 3M | -33.6% | +30.4% | -64.0% | -45.5% |
| 6M | -47.6% | +34.4% | -82.0% | -59.1% |
| YTD | -59.6% | +12.6% | -72.2% | -64.6% |
| 1Y | -73.5% | +10.2% | -83.7% | -76.4% |
| 3Y | -23.0% | +29.4% | -52.4% | -42.7% |
| 5Y | -89.4% | +63.7% | -153.1% | -93.3% |
| All | -57.5% | +122.9% | -180.4% | -71.2% |
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