+119.1%
EOG vs PTC
+196.2%
-77.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.1% |
| 7D | -1.3% | -13.6% | +12.3% | +3.0% |
| 30D | +3.4% | -14.7% | +18.0% | +8.1% |
| 3M | +7.8% | -5.9% | +13.7% | +8.6% |
| 6M | +13.4% | -21.1% | +34.5% | +20.3% |
| YTD | +43.5% | -26.0% | +69.5% | +54.7% |
| 1Y | +29.7% | -36.8% | +66.5% | +47.1% |
| 3Y | +23.2% | -10.3% | +33.4% | +19.9% |
| 5Y | +176.4% | +1.2% | +175.2% | +150.6% |
| 10Y | +119.1% | +198.3% | -79.2% | +38.7% |
| All | +119.1% | +196.2% | -77.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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