-82.7%
EOSE vs PENG
+234.0%
-316.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -6.5% |
| 7D | -8.4% | -16.1% | +7.7% | -3.2% |
| 30D | -31.0% | -41.5% | +10.5% | -15.1% |
| 3M | -57.0% | -19.1% | -37.9% | -55.1% |
| 6M | -78.3% | +0.9% | -79.2% | -80.9% |
| YTD | -84.8% | +128.2% | -213.0% | -90.7% |
| 1Y | -90.9% | +98.6% | -189.5% | -94.1% |
| 3Y | +35.9% | +188.2% | -152.2% | -34.0% |
| 5Y | -84.1% | +55.5% | -139.6% | -91.1% |
| All | -82.7% | +234.0% | -316.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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