-60.4%
EOSE vs PTC
+52.2%
-112.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.8% |
| 7D | +14.0% | -14.2% | +28.2% | +25.2% |
| 30D | -5.9% | -14.4% | +8.5% | +3.0% |
| 3M | -34.3% | -4.7% | -29.6% | -35.0% |
| 6M | -37.8% | -19.3% | -18.4% | -30.8% |
| YTD | -65.2% | -26.1% | -39.1% | -59.3% |
| 1Y | -41.9% | -37.1% | -4.9% | -21.8% |
| 3Y | +44.6% | -10.4% | +55.0% | +30.7% |
| 5Y | -69.2% | +2.5% | -71.7% | -75.4% |
| All | -60.4% | +52.2% | -112.5% | -67.5% |
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