+51.5%
EOSE vs PTC
-10.6%
+62.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.3% |
| 7D | +15.0% | -13.6% | +28.5% | +20.4% |
| 30D | +2.5% | -14.7% | +17.1% | +7.6% |
| 3M | -33.7% | -5.9% | -27.8% | -33.4% |
| 6M | -32.7% | -21.1% | -11.6% | -26.3% |
| YTD | -63.8% | -26.0% | -37.8% | -59.2% |
| 1Y | -40.5% | -36.8% | -3.7% | -25.6% |
| All | +51.5% | -10.6% | +62.0% | +21.3% |
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