+103.9%
EOG vs PTC
+61.7%
+42.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.7% | +2.0% |
| 7D | -2.4% | +1.3% | -3.6% | -2.6% |
| 30D | +2.9% | +1.1% | +1.9% | +2.8% |
| 3M | +7.2% | +30.1% | -22.9% | +1.8% |
| 6M | +18.2% | +34.0% | -15.9% | +11.4% |
| YTD | +48.9% | +12.8% | +36.0% | +45.2% |
| 1Y | +46.7% | +10.7% | +36.0% | +43.7% |
| 3Y | +37.4% | +29.6% | +7.8% | +24.9% |
| 5Y | +103.9% | +63.5% | +40.4% | +69.1% |
| All | +103.9% | +61.7% | +42.2% | +69.1% |
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 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