-60.8%
EOSE vs PHM
+200.4%
-261.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.0% |
| 7D | +1.8% | -5.0% | +6.8% | +4.8% |
| 30D | -6.8% | -8.4% | +1.6% | -1.7% |
| 3M | -36.3% | -4.4% | -31.9% | -35.5% |
| 6M | -38.8% | -3.7% | -35.0% | -38.4% |
| YTD | -65.5% | +1.3% | -66.8% | -67.0% |
| 1Y | -45.3% | -14.0% | -31.3% | -42.1% |
| 3Y | +44.2% | +48.1% | -4.0% | -2.3% |
| 5Y | -69.5% | +158.8% | -228.3% | -86.9% |
| All | -60.8% | +200.4% | -261.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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