-45.3%
EOSE vs PFGC
-10.1%
-35.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.8% | -4.8% | +6.6% | +2.8% |
| 30D | -6.8% | -12.5% | +5.7% | -4.1% |
| 3M | -36.3% | -9.7% | -26.6% | -35.9% |
| 6M | -38.8% | +7.0% | -45.8% | -43.2% |
| YTD | -65.5% | +4.5% | -70.0% | -68.0% |
| 1Y | -45.3% | -11.6% | -33.7% | -47.1% |
| All | -45.3% | -10.1% | -35.2% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling