+31.7%
PTC vs KMX
-16.1%
+47.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.4% |
| 7D | +0.8% | -4.1% | +4.9% | +1.4% |
| 30D | +0.7% | +2.9% | -2.1% | +0.1% |
| 3M | +32.6% | -7.0% | +39.6% | +33.8% |
| 6M | +33.6% | +34.1% | -0.6% | +24.8% |
| YTD | +12.4% | +40.0% | -27.6% | +2.6% |
| 1Y | +11.2% | +67.2% | -56.0% | -3.0% |
| 3Y | +31.7% | -13.4% | +45.1% | +32.7% |
| All | +31.7% | -16.1% | +47.8% | +32.7% |
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