+150.0%
PM vs EOSE
+48.1%
+102.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.4% | +1.2% |
| 7D | +0.5% | +9.8% | -9.2% | +0.7% |
| 30D | -3.2% | -2.1% | -1.2% | -3.1% |
| 3M | +6.2% | -54.1% | +60.3% | +5.5% |
| 6M | +7.7% | -76.9% | +84.6% | +6.8% |
| YTD | +27.3% | -83.3% | +110.6% | +26.1% |
| 1Y | +32.8% | -87.4% | +120.2% | +31.6% |
| 3Y | +150.0% | +61.9% | +88.1% | +139.9% |
| All | +150.0% | +48.1% | +102.0% | +139.9% |
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 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