+21.5%
HON vs PTC
-8.0%
+29.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.3% |
| 7D | -0.8% | -12.8% | +12.0% | +1.5% |
| 30D | -15.2% | -9.8% | -5.4% | -13.8% |
| 3M | -6.0% | -2.1% | -3.9% | -6.4% |
| 6M | -14.9% | -18.1% | +3.2% | -11.3% |
| YTD | +3.2% | -23.5% | +26.7% | +9.6% |
| 1Y | 0.0% | -37.4% | +37.4% | +13.0% |
| 3Y | +21.5% | -7.2% | +28.7% | +16.0% |
| All | +21.5% | -8.0% | +29.5% | +16.0% |
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