-60.8%
EOSE vs PFGC
+175.0%
-235.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.8% | -4.8% | +6.6% | +4.4% |
| 30D | -6.8% | -12.5% | +5.7% | -0.1% |
| 3M | -36.3% | -9.7% | -26.6% | -33.7% |
| 6M | -38.8% | +7.0% | -45.8% | -42.2% |
| YTD | -65.5% | +4.5% | -70.0% | -67.5% |
| 1Y | -45.3% | -11.6% | -33.7% | -43.3% |
| 3Y | +44.2% | +58.5% | -14.3% | +7.4% |
| 5Y | -69.5% | +112.6% | -182.1% | -79.7% |
| All | -60.8% | +175.0% | -235.8% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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