+980.5%
PBR vs EOSE
-60.6%
+1,041.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +5.4% | +1.8% | +3.6% | +5.3% |
| 30D | +22.9% | -6.8% | +29.7% | +23.0% |
| 3M | +19.6% | -36.3% | +55.9% | +21.2% |
| 6M | +16.5% | -38.8% | +55.2% | +17.2% |
| YTD | +86.7% | -65.5% | +152.2% | +91.0% |
| 1Y | +74.7% | -45.3% | +120.0% | +73.5% |
| 3Y | +102.6% | +44.2% | +58.4% | +80.9% |
| 5Y | +566.6% | -69.5% | +636.1% | +526.2% |
| All | +980.5% | -60.6% | +1,041.2% | +1,126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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