-57.3%
EOSE vs PENG
+283.8%
-341.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.9% | +11.7% | +11.2% |
| 7D | +41.4% | +7.8% | +33.7% | +37.0% |
| 30D | +3.6% | -12.2% | +15.8% | +9.4% |
| 3M | -35.7% | -20.6% | -15.1% | -32.7% |
| 6M | -29.9% | +180.9% | -210.8% | -59.0% |
| YTD | -62.5% | +162.3% | -224.7% | -77.5% |
| 1Y | -37.4% | +107.3% | -144.7% | -58.8% |
| 3Y | +55.8% | +110.8% | -55.0% | -15.0% |
| 5Y | -67.8% | +117.8% | -185.6% | -83.9% |
| All | -57.3% | +283.8% | -341.1% | -73.3% |
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