+53.4%
EOSE vs PTC
+29.3%
+24.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.1% | -9.1% | -9.1% |
| 7D | -3.7% | +0.8% | -4.6% | -3.9% |
| 30D | -22.0% | +1.2% | -23.2% | -22.2% |
| 3M | -57.3% | +32.6% | -89.9% | -60.8% |
| 6M | -77.7% | +36.1% | -113.7% | -79.8% |
| YTD | -84.2% | +12.7% | -96.9% | -84.3% |
| 1Y | -89.5% | +10.2% | -99.7% | -89.4% |
| All | +53.4% | +29.3% | +24.1% | -9.7% |
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