-14.9%
PEP vs EOSE
+49.8%
-64.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.3% |
| 7D | -1.7% | +15.0% | -16.6% | -1.5% |
| 30D | +0.3% | +2.5% | -2.2% | +0.4% |
| 3M | -3.2% | -33.7% | +30.5% | -3.4% |
| 6M | -13.6% | -32.7% | +19.2% | -13.8% |
| YTD | -1.9% | -63.8% | +61.9% | -2.3% |
| 1Y | -0.6% | -40.5% | +39.9% | -1.2% |
| All | -14.9% | +49.8% | -64.7% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling