-57.3%
EOSE vs PFG
+256.4%
-313.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.2% | +11.8% |
| 7D | +41.4% | +6.0% | +35.5% | +34.9% |
| 30D | +3.6% | +2.2% | +1.4% | +1.4% |
| 3M | -35.7% | +10.4% | -46.1% | -40.9% |
| 6M | -29.9% | +27.8% | -57.6% | -42.1% |
| YTD | -62.5% | +33.6% | -96.1% | -70.5% |
| 1Y | -37.4% | +49.3% | -86.7% | -54.4% |
| 3Y | +55.8% | +69.7% | -13.9% | +0.3% |
| 5Y | -67.8% | +111.3% | -179.2% | -81.4% |
| All | -57.3% | +256.4% | -313.7% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling