-73.0%
QS vs PTC
+1.8%
-74.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.5% | +7.5% | +6.0% |
| 7D | +2.2% | -12.8% | +15.0% | +12.4% |
| 30D | -8.1% | -9.8% | +1.7% | -1.9% |
| 3M | -27.0% | -2.1% | -25.0% | -29.0% |
| 6M | -16.4% | -18.1% | +1.7% | -6.9% |
| YTD | -46.4% | -23.5% | -22.8% | -37.1% |
| 1Y | -41.1% | -37.4% | -3.7% | -15.7% |
| 3Y | -18.6% | -7.2% | -11.4% | -29.1% |
| 5Y | -73.0% | +2.7% | -75.7% | -77.7% |
| All | -73.0% | +1.8% | -74.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling