-33.9%
PTC vs KMX
+5.0%
-38.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.1% | -6.1% |
| 7D | -10.3% | +1.9% | -12.2% | -10.4% |
| 30D | +1.1% | +11.7% | -10.5% | -0.1% |
| 3M | +1.6% | +34.9% | -33.3% | -2.0% |
| 6M | -13.5% | +50.3% | -63.7% | -18.7% |
| YTD | -19.1% | +63.8% | -82.8% | -25.6% |
| 1Y | -33.9% | +3.8% | -37.7% | -38.1% |
| All | -33.9% | +5.0% | -38.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling