+376.8%
PH vs EOSE
-61.3%
+438.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.1% | -0.8% |
| 7D | -3.1% | +19.0% | -22.1% | -4.0% |
| 30D | -3.2% | +1.6% | -4.8% | -3.5% |
| 3M | +10.6% | -52.0% | +62.6% | +14.0% |
| 6M | -2.1% | -42.5% | +40.4% | -0.9% |
| YTD | +10.2% | -66.1% | +76.3% | +13.4% |
| 1Y | +28.2% | -47.1% | +75.4% | +27.7% |
| 3Y | +134.9% | +0.8% | +134.1% | +112.9% |
| 5Y | +253.6% | -71.7% | +325.3% | +201.8% |
| All | +376.8% | -61.3% | +438.1% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling