+29.7%
EOG vs PTC
-39.6%
+69.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | -1.3% | -13.6% | +12.3% | -1.3% |
| 30D | +3.4% | -14.7% | +18.0% | +3.4% |
| 3M | +7.8% | -5.9% | +13.7% | +8.3% |
| 6M | +13.4% | -21.1% | +34.5% | +13.5% |
| YTD | +43.5% | -26.0% | +69.5% | +43.9% |
| 1Y | +29.7% | -36.8% | +66.5% | +33.7% |
| All | +29.7% | -39.6% | +69.3% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling