-90.9%
EOSE vs PENG
+103.2%
-194.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -6.4% |
| 7D | -8.4% | -16.1% | +7.7% | -2.8% |
| 30D | -31.0% | -41.5% | +10.5% | -13.8% |
| 3M | -57.0% | -19.1% | -37.9% | -55.2% |
| 6M | -78.3% | +0.9% | -79.2% | -83.3% |
| YTD | -84.8% | +128.2% | -213.0% | -93.9% |
| 1Y | -90.9% | +98.6% | -189.5% | -95.9% |
| All | -90.9% | +103.2% | -194.1% | -95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling