-36.8%
PTC vs KMX
-1.2%
-35.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -13.6% | -1.9% | -11.7% | -13.4% |
| 30D | -14.7% | +2.6% | -17.2% | -14.9% |
| 3M | -5.9% | +25.6% | -31.5% | -8.4% |
| 6M | -21.1% | +41.9% | -63.0% | -25.3% |
| YTD | -26.0% | +56.0% | -82.0% | -31.6% |
| 1Y | -36.8% | -1.8% | -35.1% | -40.0% |
| All | -36.8% | -1.2% | -35.7% | -40.0% |
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