-16.3%
QS vs PTC
+30.6%
-46.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.7% |
| 7D | +13.7% | +0.8% | +12.9% | +13.5% |
| 30D | -0.2% | +0.7% | -0.9% | -0.4% |
| 3M | -24.8% | +32.6% | -57.4% | -31.7% |
| 6M | -39.4% | +33.6% | -73.0% | -45.2% |
| YTD | -56.1% | +12.4% | -68.6% | -56.2% |
| 1Y | -72.5% | +11.2% | -83.7% | -72.3% |
| 3Y | -16.3% | +31.7% | -48.0% | -43.4% |
| All | -16.3% | +30.6% | -46.9% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling