-11.1%
PCG vs EOSE
+36.5%
-47.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | +3.4% |
| 7D | +5.4% | +41.4% | -36.0% | +4.7% |
| 30D | -15.1% | +3.6% | -18.7% | -15.2% |
| 3M | -9.8% | -35.7% | +25.9% | -9.1% |
| 6M | -18.0% | -29.9% | +11.8% | -18.1% |
| YTD | -7.2% | -62.5% | +55.2% | -6.4% |
| 1Y | +2.9% | -37.4% | +40.3% | +1.1% |
| 3Y | -11.1% | +55.8% | -66.9% | -19.4% |
| All | -11.1% | +36.5% | -47.6% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling