+53.9%
PEG vs EOSE
-57.1%
+111.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | +0.5% |
| 7D | +1.0% | +41.4% | -40.4% | +0.3% |
| 30D | -1.9% | +3.6% | -5.5% | -2.0% |
| 3M | -3.7% | -35.7% | +32.1% | -3.1% |
| 6M | -9.4% | -29.9% | +20.4% | -9.4% |
| YTD | -6.0% | -62.5% | +56.5% | -5.1% |
| 1Y | -4.4% | -37.4% | +33.0% | -4.9% |
| 3Y | +33.5% | +55.8% | -22.3% | +27.4% |
| 5Y | +35.7% | -67.8% | +103.6% | +23.4% |
| All | +53.9% | -57.1% | +111.0% | +42.2% |
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