+50.8%
PCG vs EOSE
-61.3%
+112.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.9% | -8.4% | +2.1% |
| 7D | -13.9% | +19.0% | -32.9% | -14.4% |
| 30D | -16.9% | +1.6% | -18.4% | -17.0% |
| 3M | -14.7% | -52.0% | +37.2% | -13.2% |
| 6M | -23.8% | -42.5% | +18.7% | -23.3% |
| YTD | -10.5% | -66.1% | +55.6% | -9.1% |
| 1Y | -5.1% | -47.1% | +42.0% | -5.9% |
| 3Y | -11.6% | +0.8% | -12.4% | -17.6% |
| 5Y | +59.0% | -71.7% | +130.7% | +42.9% |
| All | +50.8% | -61.3% | +112.1% | +25.2% |
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 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