+45.6%
EOSE vs PFGC
+59.5%
-13.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.5% | -3.1% |
| 7D | +14.0% | -4.8% | +18.8% | +17.1% |
| 30D | -5.9% | -17.2% | +11.3% | +4.3% |
| 3M | -34.3% | -6.3% | -27.9% | -33.3% |
| 6M | -37.8% | +8.8% | -46.6% | -43.2% |
| YTD | -65.2% | +4.9% | -70.1% | -68.1% |
| 1Y | -41.9% | -9.5% | -32.4% | -40.6% |
| All | +45.6% | +59.5% | -13.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling