+966.8%
PBR vs EOSE
-58.6%
+1,025.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.6% |
| 7D | +0.3% | +15.0% | -14.6% | -0.3% |
| 30D | +17.5% | +2.5% | +15.1% | +17.2% |
| 3M | +20.9% | -33.7% | +54.6% | +22.3% |
| 6M | +20.2% | -32.7% | +53.0% | +20.5% |
| YTD | +84.3% | -63.8% | +148.1% | +88.2% |
| 1Y | +77.1% | -40.5% | +117.6% | +75.2% |
| 3Y | +100.8% | +50.4% | +50.4% | +79.1% |
| 5Y | +556.1% | -68.6% | +624.7% | +516.1% |
| All | +966.8% | -58.6% | +1,025.4% | +1,108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling