+131.5%
PM vs EOSE
-70.2%
+201.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.0% | +2.2% |
| 7D | +1.9% | +14.0% | -12.1% | +1.9% |
| 30D | +1.9% | -5.9% | +7.8% | +1.9% |
| 3M | +4.6% | -34.3% | +38.9% | +4.7% |
| 6M | +11.7% | -37.8% | +49.4% | +11.7% |
| YTD | +20.4% | -65.2% | +85.5% | +20.5% |
| 1Y | +19.0% | -41.9% | +60.9% | +18.4% |
| 3Y | +130.4% | +44.6% | +85.8% | +124.7% |
| 5Y | +131.5% | -69.2% | +200.6% | +125.1% |
| All | +131.5% | -70.2% | +201.7% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling