+37.4%
EOG vs PTC
+31.6%
+5.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.0% |
| 7D | -2.4% | +1.3% | -3.6% | -2.5% |
| 30D | +2.9% | +1.1% | +1.9% | +2.8% |
| 3M | +7.2% | +30.1% | -22.9% | +4.0% |
| 6M | +18.2% | +34.0% | -15.9% | +14.3% |
| YTD | +48.9% | +12.8% | +36.0% | +48.1% |
| 1Y | +46.7% | +10.7% | +36.0% | +46.4% |
| 3Y | +37.4% | +29.6% | +7.8% | +19.1% |
| All | +37.4% | +31.6% | +5.7% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling