+28.0%
HON vs PTC
+29.1%
-1.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.4% |
| 30D | +7.5% | +1.2% | +6.3% | +7.3% |
| 3M | -4.3% | +27.4% | -31.7% | -7.5% |
| 6M | -1.5% | +39.2% | -40.7% | -6.7% |
| YTD | +10.5% | +12.5% | -2.0% | +10.8% |
| 1Y | +8.5% | +12.3% | -3.7% | +8.8% |
| 3Y | +28.0% | +28.8% | -0.8% | +21.8% |
| All | +28.0% | +29.1% | -1.1% | +21.8% |
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