-58.8%
EOSE vs PFGC
+179.9%
-238.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.9% |
| 7D | +15.0% | -3.7% | +18.7% | +17.2% |
| 30D | +2.5% | -16.0% | +18.4% | +12.1% |
| 3M | -33.7% | -4.1% | -29.6% | -33.2% |
| 6M | -32.7% | +8.7% | -41.4% | -37.1% |
| YTD | -63.8% | +6.4% | -70.1% | -66.2% |
| 1Y | -40.5% | -8.4% | -32.2% | -39.5% |
| 3Y | +50.4% | +61.8% | -11.4% | +10.8% |
| 5Y | -68.6% | +108.7% | -177.3% | -79.2% |
| All | -58.8% | +179.9% | -238.7% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling