+21.0%
PFE vs EOSE
+48.1%
-27.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.2% |
| 7D | -1.7% | +9.8% | -11.5% | -1.7% |
| 30D | +0.3% | -2.1% | +2.4% | +0.4% |
| 3M | +9.4% | -54.1% | +63.5% | +9.6% |
| 6M | +14.9% | -76.9% | +91.8% | +15.4% |
| YTD | +23.8% | -83.3% | +107.1% | +24.2% |
| 1Y | +19.5% | -87.4% | +107.0% | +20.2% |
| 3Y | +21.0% | +61.9% | -40.8% | +27.6% |
| All | +21.0% | +48.1% | -27.0% | +27.6% |
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