-21.4%
PFE vs EOSE
-69.1%
+47.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | -4.3% | +15.0% | -19.2% | -4.5% |
| 30D | +2.7% | +2.5% | +0.2% | +2.6% |
| 3M | +10.0% | -33.7% | +43.7% | +10.4% |
| 6M | +7.2% | -32.7% | +39.9% | +7.3% |
| YTD | +17.3% | -63.8% | +81.1% | +18.0% |
| 1Y | +20.3% | -40.5% | +60.9% | +19.9% |
| 3Y | -1.6% | +50.4% | -52.0% | -4.1% |
| 5Y | -21.4% | -68.6% | +47.2% | -23.6% |
| All | -21.4% | -69.1% | +47.7% | -23.6% |
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 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