-0.4%
PL vs EOSE
-85.5%
+85.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +12.6% | -19.0% | -9.8% |
| 7D | -11.7% | +9.7% | -21.5% | -14.4% |
| 30D | -27.1% | -34.6% | +7.4% | -19.2% |
| 3M | -44.6% | -50.8% | +6.2% | -34.6% |
| 6M | -67.2% | -66.5% | -0.7% | -57.1% |
| YTD | -35.9% | -81.3% | +45.5% | -7.3% |
| 1Y | -0.4% | -84.8% | +84.4% | +57.4% |
| All | -0.4% | -85.5% | +85.1% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling