-16.0%
PCG vs EOSE
-85.5%
+69.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.6% | -11.8% | +1.1% |
| 7D | +1.9% | +9.7% | -7.8% | +2.1% |
| 30D | +8.5% | -34.6% | +43.1% | +7.7% |
| 3M | -22.9% | -50.8% | +27.9% | -23.7% |
| 6M | -16.8% | -66.5% | +49.7% | -18.2% |
| YTD | -15.8% | -81.3% | +65.5% | -19.7% |
| 1Y | -16.0% | -84.8% | +68.8% | -20.3% |
| All | -16.0% | -85.5% | +69.5% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling