-20.3%
PNR vs EOSE
-70.0%
+49.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.6% |
| 6M | -37.3% | -38.8% | +1.5% | -36.8% |
| YTD | -45.1% | -65.5% | +20.4% | -43.8% |
| 1Y | -49.1% | -45.3% | -3.8% | -49.6% |
| 3Y | -14.8% | +44.2% | -59.0% | -24.1% |
| All | -20.3% | -70.0% | +49.7% | -34.4% |
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 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