+370.7%
PH vs EOSE
-60.6%
+431.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | -11.0% | -6.8% | -4.1% | -10.9% |
| 3M | +5.5% | -36.3% | +41.8% | +7.3% |
| 6M | +1.5% | -38.8% | +40.2% | +2.3% |
| YTD | +8.8% | -65.5% | +74.3% | +11.8% |
| 1Y | +24.5% | -45.3% | +69.8% | +23.8% |
| 3Y | +141.2% | +44.2% | +97.0% | +114.6% |
| 5Y | +256.3% | -69.5% | +325.8% | +203.4% |
| All | +370.7% | -60.6% | +431.3% | +332.9% |
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