+198.3%
PTC vs KMX
+3.6%
+194.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -13.6% | -1.9% | -11.7% | -13.1% |
| 30D | -14.7% | +2.6% | -17.2% | -15.3% |
| 3M | -5.9% | +25.6% | -31.5% | -12.5% |
| 6M | -21.1% | +41.9% | -63.0% | -30.0% |
| YTD | -26.0% | +56.0% | -82.0% | -36.6% |
| 1Y | -36.8% | -1.8% | -35.1% | -39.1% |
| 3Y | -10.3% | -25.7% | +15.5% | -9.1% |
| 5Y | +1.2% | -54.7% | +55.9% | +15.2% |
| 10Y | +198.3% | +9.2% | +189.1% | +154.3% |
| All | +198.3% | +3.6% | +194.7% | +154.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling