+5,634.3%
HON vs PTC
+6,346.6%
-712.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +2.0% |
| 7D | -3.6% | -10.3% | +6.7% | -1.8% |
| 30D | -15.3% | +1.1% | -16.4% | -15.6% |
| 3M | -7.9% | +1.6% | -9.5% | -8.8% |
| 6M | -18.1% | -13.5% | -4.6% | -16.7% |
| YTD | +3.8% | -19.1% | +22.9% | +6.6% |
| 1Y | +0.5% | -33.9% | +34.4% | +6.8% |
| 3Y | +19.8% | -3.9% | +23.7% | +18.3% |
| 5Y | +2.9% | +6.0% | -3.1% | -1.1% |
| 10Y | +134.6% | +223.7% | -89.1% | +82.1% |
| All | +5,634.3% | +6,346.6% | -712.3% | +2,301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling