+23.3%
PEP vs EOSE
-61.3%
+84.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.5% | -0.7% |
| 7D | -1.4% | +19.0% | -20.4% | -1.4% |
| 30D | +0.2% | +1.6% | -1.3% | +0.2% |
| 3M | -1.1% | -52.0% | +50.9% | -1.0% |
| 6M | -13.5% | -42.5% | +29.0% | -13.5% |
| YTD | -1.2% | -66.1% | +65.0% | -1.1% |
| 1Y | -1.6% | -47.1% | +45.6% | -1.9% |
| 3Y | -12.5% | +0.8% | -13.3% | -14.0% |
| 5Y | +3.0% | -71.7% | +74.7% | -2.4% |
| All | +23.3% | -61.3% | +84.6% | +22.4% |
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