-14.8%
PNR vs EOSE
+42.6%
-57.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -6.0% | +1.8% | -7.8% | -6.1% |
| 30D | -14.0% | -6.8% | -7.1% | -13.9% |
| 3M | -21.7% | -36.3% | +14.6% | -20.9% |
| 6M | -37.3% | -38.8% | +1.5% | -36.9% |
| YTD | -45.1% | -65.5% | +20.4% | -44.2% |
| 1Y | -49.1% | -45.3% | -3.8% | -49.5% |
| 3Y | -14.8% | +44.2% | -59.0% | -21.3% |
| All | -14.8% | +42.6% | -57.4% | -21.3% |
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