+97.9%
PTC vs KMX
+475.4%
-377.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.1% | -6.3% |
| 7D | -10.3% | +1.9% | -12.2% | -10.7% |
| 30D | +1.1% | +11.7% | -10.5% | -1.5% |
| 3M | +1.6% | +34.9% | -33.3% | -6.4% |
| 6M | -13.5% | +50.3% | -63.7% | -23.1% |
| YTD | -19.1% | +63.8% | -82.8% | -29.9% |
| 1Y | -33.9% | +3.8% | -37.7% | -37.0% |
| 3Y | -3.9% | -24.3% | +20.4% | -3.7% |
| 5Y | +6.0% | -50.2% | +56.3% | +13.4% |
| 10Y | +223.7% | +5.4% | +218.4% | +177.3% |
| All | +97.9% | +475.4% | -377.4% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling