+4.4%
PEP vs EOSE
-82.3%
+86.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +2.2% |
| 7D | +2.9% | +9.8% | -6.9% | +2.9% |
| 30D | +12.5% | -2.1% | +14.6% | +12.5% |
| 3M | +4.5% | -54.1% | +58.6% | +4.6% |
| 6M | -0.5% | -76.9% | +76.4% | -0.2% |
| YTD | +4.4% | -83.3% | +87.8% | +4.6% |
| 1Y | +4.4% | -87.4% | +91.8% | +4.7% |
| 3Y | -3.4% | +61.9% | -65.3% | -7.1% |
| All | +4.4% | -82.3% | +86.7% | -11.8% |
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