+174.0%
EOG vs PTC
+1.8%
+172.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.2% |
| 7D | -2.0% | -12.8% | +10.8% | +0.5% |
| 30D | +7.9% | -9.8% | +17.7% | +9.8% |
| 3M | +4.5% | -2.1% | +6.6% | +4.4% |
| 6M | +12.3% | -18.1% | +30.4% | +16.4% |
| YTD | +41.9% | -23.5% | +65.4% | +49.0% |
| 1Y | +27.8% | -37.4% | +65.2% | +41.1% |
| 3Y | +21.8% | -7.2% | +29.0% | +17.3% |
| 5Y | +174.0% | +2.7% | +171.3% | +160.0% |
| All | +174.0% | +1.8% | +172.2% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling