+45.5%
PCG vs EOSE
-60.6%
+106.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.5% | +1.8% | -5.3% | -3.5% |
| 30D | -20.6% | -6.8% | -13.8% | -20.5% |
| 3M | -17.6% | -36.3% | +18.7% | -16.8% |
| 6M | -23.5% | -38.8% | +15.3% | -23.2% |
| YTD | -13.6% | -65.5% | +51.9% | -12.3% |
| 1Y | -11.3% | -45.3% | +34.0% | -12.1% |
| 3Y | -16.9% | +44.2% | -61.1% | -23.4% |
| 5Y | +50.8% | -69.5% | +120.3% | +35.2% |
| All | +45.5% | -60.6% | +106.1% | +20.8% |
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