-60.8%
EOSE vs PPG
-9.7%
-51.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +1.8% | -6.2% | +8.1% | +6.5% |
| 30D | -6.8% | -7.9% | +1.1% | -0.8% |
| 3M | -36.3% | -10.2% | -26.1% | -31.4% |
| 6M | -38.8% | +2.7% | -41.4% | -40.5% |
| YTD | -65.5% | +4.9% | -70.4% | -67.5% |
| 1Y | -45.3% | -3.2% | -42.1% | -45.6% |
| 3Y | +44.2% | -17.0% | +61.2% | +58.6% |
| 5Y | -69.5% | -23.3% | -46.2% | -68.5% |
| All | -60.8% | -9.7% | -51.1% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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