-71.4%
EOSE vs PENG
+115.2%
-186.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.4% | +4.4% | +8.0% |
| 7D | +19.0% | +4.5% | +14.5% | +16.9% |
| 30D | +1.6% | -7.1% | +8.7% | +4.7% |
| 3M | -52.0% | -27.3% | -24.7% | -47.8% |
| 6M | -42.5% | +169.6% | -212.1% | -65.7% |
| YTD | -66.1% | +164.6% | -230.8% | -79.8% |
| 1Y | -47.1% | +109.5% | -156.6% | -65.4% |
| 3Y | +0.8% | +98.9% | -98.1% | -42.9% |
| All | -71.4% | +115.2% | -186.6% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling