+37.3%
PCG vs EOSE
-82.0%
+119.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.1% | -0.7% |
| 7D | -2.0% | -3.7% | +1.8% | -1.9% |
| 30D | -2.7% | -22.0% | +19.3% | -2.3% |
| 3M | -25.1% | -57.3% | +32.2% | -23.5% |
| 6M | -22.3% | -77.7% | +55.4% | -19.5% |
| YTD | -18.5% | -84.2% | +65.7% | -15.6% |
| 1Y | -21.8% | -89.5% | +67.7% | -18.0% |
| 3Y | -21.0% | +41.4% | -62.4% | -27.6% |
| 5Y | +8.1% | -83.0% | +91.1% | -1.6% |
| All | +37.3% | -82.0% | +119.3% | +16.2% |
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