+141.0%
PH vs EOSE
+49.8%
+91.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.5% |
| 7D | 0.0% | +15.0% | -14.9% | -0.7% |
| 30D | -10.3% | +2.5% | -12.8% | -10.6% |
| 3M | +5.1% | -33.7% | +38.8% | +6.5% |
| 6M | +2.3% | -32.7% | +35.0% | +2.5% |
| YTD | +8.7% | -63.8% | +72.5% | +11.1% |
| 1Y | +26.8% | -40.5% | +67.3% | +25.6% |
| All | +141.0% | +49.8% | +91.2% | +116.2% |
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