+40.1%
PCG vs EOSE
-82.7%
+122.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +0.9% |
| 7D | -0.5% | -8.4% | +8.0% | -0.3% |
| 30D | +0.8% | -31.0% | +31.7% | +1.6% |
| 3M | -22.0% | -57.0% | +35.0% | -20.5% |
| 6M | -17.1% | -78.3% | +61.2% | -14.0% |
| YTD | -16.9% | -84.8% | +68.0% | -13.8% |
| 1Y | -19.1% | -90.9% | +71.9% | -14.7% |
| 3Y | -19.4% | +35.9% | -55.4% | -26.1% |
| 5Y | +9.0% | -84.1% | +93.1% | -0.6% |
| All | +40.1% | -82.7% | +122.7% | +18.7% |
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