+138.4%
HON vs PTC
+196.2%
-57.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.6% |
| 7D | -0.6% | -13.6% | +13.0% | +3.7% |
| 30D | -15.4% | -14.7% | -0.7% | -11.6% |
| 3M | -9.1% | -5.9% | -3.2% | -8.8% |
| 6M | -17.1% | -21.1% | +4.1% | -12.2% |
| YTD | +1.5% | -26.0% | +27.5% | +9.3% |
| 1Y | -1.3% | -36.8% | +35.5% | +11.8% |
| 3Y | +19.5% | -10.3% | +29.8% | +17.9% |
| 5Y | +3.1% | +1.2% | +1.9% | -4.7% |
| 10Y | +138.4% | +198.3% | -59.9% | +41.9% |
| All | +138.4% | +196.2% | -57.8% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling