-2.7%
PTC vs KMX
-22.2%
+19.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.1% | -6.2% |
| 7D | -10.3% | +1.9% | -12.2% | -10.6% |
| 30D | +1.1% | +11.7% | -10.5% | -0.7% |
| 3M | +1.6% | +34.9% | -33.3% | -4.0% |
| 6M | -13.5% | +50.3% | -63.7% | -20.6% |
| YTD | -19.1% | +63.8% | -82.8% | -27.5% |
| 1Y | -33.9% | +3.8% | -37.7% | -35.7% |
| All | -2.7% | -22.2% | +19.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling