-2.7%
KMB vs PTC
+62.5%
-65.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.0% | +0.8% | -3.8% | -3.0% |
| 30D | +9.1% | +1.2% | +7.9% | +9.0% |
| 3M | -0.4% | +32.6% | -33.0% | -2.6% |
| 6M | +13.0% | +36.1% | -23.1% | +10.0% |
| YTD | +10.3% | +12.7% | -2.3% | +8.8% |
| 1Y | +8.2% | +10.2% | -1.9% | +6.9% |
| 3Y | +0.4% | +29.4% | -29.1% | -3.4% |
| 5Y | -2.7% | +61.1% | -63.8% | -9.7% |
| All | -2.7% | +62.5% | -65.2% | -9.7% |
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