-20.2%
QS vs PTC
-2.7%
-17.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +3.1% |
| 7D | -2.3% | -10.3% | +7.9% | +2.2% |
| 30D | -0.7% | +1.1% | -1.9% | -1.7% |
| 3M | -39.6% | +1.6% | -41.3% | -40.7% |
| 6M | -21.7% | -13.5% | -8.2% | -15.7% |
| YTD | -47.4% | -19.1% | -28.4% | -41.0% |
| 1Y | -28.4% | -33.9% | +5.5% | -6.5% |
| All | -20.2% | -2.7% | -17.6% | -43.7% |
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