-61.5%
EOSE vs PTC
+66.7%
-128.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -6.0% | +16.9% | +15.0% |
| 7D | +19.0% | -10.3% | +29.3% | +27.3% |
| 30D | +1.6% | +1.1% | +0.4% | -0.7% |
| 3M | -52.0% | +1.6% | -53.6% | -54.1% |
| 6M | -42.5% | -13.5% | -29.0% | -38.6% |
| YTD | -66.1% | -19.1% | -47.1% | -62.6% |
| 1Y | -47.1% | -33.9% | -13.3% | -30.5% |
| 3Y | +0.8% | -3.9% | +4.7% | -12.1% |
| 5Y | -71.7% | +6.0% | -77.7% | -77.8% |
| All | -61.5% | +66.7% | -128.2% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling