-60.8%
EOSE vs PSLV
+147.6%
-208.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +1.8% | -3.5% | +5.3% | +3.6% |
| 30D | -6.8% | -2.1% | -4.7% | -5.8% |
| 3M | -36.3% | -1.6% | -34.6% | -36.0% |
| 6M | -38.8% | -25.5% | -13.3% | -28.7% |
| YTD | -65.5% | -11.4% | -54.1% | -66.0% |
| 1Y | -45.3% | +48.6% | -93.9% | -62.0% |
| 3Y | +44.2% | +166.9% | -122.7% | -32.5% |
| 5Y | -69.5% | +152.4% | -221.9% | -85.8% |
| All | -60.8% | +147.6% | -208.4% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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