+240.8%
PM vs EOSE
-58.6%
+299.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.5% |
| 7D | -1.2% | +15.0% | -16.1% | -1.2% |
| 30D | -0.2% | +2.5% | -2.6% | -0.1% |
| 3M | +4.9% | -33.7% | +38.6% | +5.0% |
| 6M | +9.0% | -32.7% | +41.8% | +9.0% |
| YTD | +17.8% | -63.8% | +81.6% | +17.8% |
| 1Y | +16.8% | -40.5% | +57.4% | +16.4% |
| 3Y | +125.4% | +50.4% | +75.1% | +122.0% |
| 5Y | +128.7% | -68.6% | +197.3% | +120.4% |
| All | +240.8% | -58.6% | +299.4% | +257.9% |
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 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