+24.0%
PEP vs EOSE
-57.1%
+81.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +0.6% |
| 7D | +0.1% | +41.4% | -41.3% | +0.1% |
| 30D | +0.7% | +3.6% | -3.0% | +0.6% |
| 3M | -0.5% | -35.7% | +35.2% | -0.5% |
| 6M | -11.3% | -29.9% | +18.5% | -11.4% |
| YTD | -0.6% | -62.5% | +61.9% | -0.6% |
| 1Y | +1.7% | -37.4% | +39.1% | +1.2% |
| 3Y | -12.5% | +55.8% | -68.3% | -14.2% |
| 5Y | +3.9% | -67.8% | +71.7% | -1.6% |
| All | +24.0% | -57.1% | +81.2% | +23.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling