+37.4%
PEG vs EOSE
-70.0%
+107.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.9% | +1.8% | -2.7% | -0.9% |
| 30D | -3.7% | -6.8% | +3.1% | -3.7% |
| 3M | -7.3% | -36.3% | +29.0% | -6.5% |
| 6M | -10.5% | -38.8% | +28.3% | -10.1% |
| YTD | -7.5% | -65.5% | +58.0% | -6.1% |
| 1Y | -8.7% | -45.3% | +36.6% | -9.1% |
| 3Y | +31.4% | +44.2% | -12.8% | +23.3% |
| All | +37.4% | -70.0% | +107.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling