-81.3%
EOSE vs PENG
+241.9%
-323.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.3% | -1.2% | +4.1% |
| 7D | +6.8% | -3.8% | +10.6% | +6.4% |
| 30D | -25.4% | -40.1% | +14.7% | -9.3% |
| 3M | -54.7% | -21.8% | -32.9% | -51.9% |
| 6M | -76.5% | +3.3% | -79.9% | -79.5% |
| YTD | -83.6% | +133.6% | -217.2% | -90.1% |
| 1Y | -89.7% | +110.7% | -200.4% | -93.5% |
| 3Y | +38.7% | +204.3% | -165.5% | -34.4% |
| 5Y | -82.9% | +54.4% | -137.3% | -90.4% |
| All | -81.3% | +241.9% | -323.3% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling