-38.8%
QS vs PTC
-39.6%
+0.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -6.2% |
| 7D | -4.2% | -13.6% | +9.4% | -2.8% |
| 30D | -15.7% | -14.7% | -1.0% | -14.2% |
| 3M | -28.7% | -5.9% | -22.8% | -27.1% |
| 6M | -23.2% | -21.1% | -2.1% | -12.3% |
| YTD | -49.9% | -26.0% | -23.9% | -37.3% |
| 1Y | -38.8% | -36.8% | -2.0% | +10.5% |
| All | -38.8% | -39.6% | +0.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling