-60.8%
EOSE vs PFG
+259.9%
-320.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.7% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -6.8% | +2.9% | -9.7% | -9.2% |
| 3M | -36.3% | +6.7% | -43.0% | -39.9% |
| 6M | -38.8% | +33.8% | -72.5% | -51.1% |
| YTD | -65.5% | +35.0% | -100.5% | -73.1% |
| 1Y | -45.3% | +46.4% | -91.7% | -59.6% |
| 3Y | +44.2% | +71.7% | -27.5% | -7.9% |
| 5Y | -69.5% | +113.7% | -183.2% | -82.5% |
| All | -60.8% | +259.9% | -320.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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