-87.6%
QS vs PTC
+55.4%
-143.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.5% |
| 7D | +13.7% | +0.8% | +12.9% | +13.2% |
| 30D | -0.2% | +0.7% | -0.9% | -0.6% |
| 3M | -24.8% | +32.6% | -57.4% | -39.9% |
| 6M | -39.4% | +33.6% | -73.0% | -53.3% |
| YTD | -56.1% | +12.4% | -68.6% | -61.4% |
| 1Y | -72.5% | +11.2% | -83.7% | -75.5% |
| 3Y | -16.3% | +31.7% | -48.0% | -43.9% |
| 5Y | -87.6% | +60.1% | -147.6% | -93.3% |
| All | -87.6% | +55.4% | -143.0% | -93.3% |
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