+9.1%
PFE vs EOSE
-60.2%
+69.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.4% |
| 7D | -4.0% | +14.0% | -18.0% | -4.2% |
| 30D | +3.9% | -5.9% | +9.8% | +3.9% |
| 3M | +9.9% | -34.3% | +44.2% | +10.2% |
| 6M | +5.3% | -37.8% | +43.0% | +5.5% |
| YTD | +16.8% | -65.2% | +82.0% | +17.3% |
| 1Y | +20.4% | -41.9% | +62.3% | +20.1% |
| 3Y | -2.1% | +44.6% | -46.7% | -4.0% |
| 5Y | -21.0% | -69.2% | +48.2% | -24.2% |
| All | +9.1% | -60.2% | +69.3% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling