-81.0%
EOSE vs PTC
+131.7%
-212.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.6% |
| 7D | +9.8% | +0.5% | +9.3% | +9.4% |
| 30D | -2.1% | +1.2% | -3.3% | -2.7% |
| 3M | -54.1% | +27.4% | -81.5% | -62.2% |
| 6M | -76.9% | +39.2% | -116.1% | -82.7% |
| YTD | -83.3% | +12.5% | -95.8% | -85.6% |
| 1Y | -87.4% | +12.3% | -99.7% | -89.1% |
| 3Y | +61.9% | +28.8% | +33.0% | +14.8% |
| 5Y | -82.1% | +60.9% | -142.9% | -89.6% |
| All | -81.0% | +131.7% | -212.7% | -88.5% |
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