-69.2%
EOSE vs PFG
+108.9%
-178.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.5% |
| 7D | +14.0% | -3.0% | +17.0% | +16.6% |
| 30D | -5.9% | +2.5% | -8.4% | -8.5% |
| 3M | -34.3% | +6.1% | -40.3% | -38.4% |
| 6M | -37.8% | +31.3% | -69.0% | -51.9% |
| YTD | -65.2% | +33.6% | -98.7% | -74.0% |
| 1Y | -41.9% | +48.5% | -90.4% | -60.5% |
| 3Y | +44.6% | +69.6% | -25.1% | -18.0% |
| 5Y | -69.2% | +111.5% | -180.7% | -86.6% |
| All | -69.2% | +108.9% | -178.1% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling