-69.6%
EOSE vs PFGC
+110.3%
-179.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +1.8% | -4.8% | +6.6% | +5.2% |
| 30D | -6.8% | -12.5% | +5.7% | +2.1% |
| 3M | -36.3% | -9.7% | -26.6% | -32.9% |
| 6M | -38.8% | +7.0% | -45.8% | -43.6% |
| YTD | -65.5% | +4.5% | -70.0% | -68.4% |
| 1Y | -45.3% | -11.6% | -33.7% | -42.8% |
| 3Y | +44.2% | +58.5% | -14.3% | -7.7% |
| All | -69.6% | +110.3% | -179.9% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling