+73.2%
PR vs EOSE
-16.7%
+89.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.4% | +2.0% |
| 7D | -16.4% | -7.9% | -8.5% | -16.3% |
| 30D | -1.9% | -43.9% | +42.0% | -1.1% |
| 3M | +8.0% | -55.8% | +63.8% | +9.1% |
| 6M | +4.1% | -73.4% | +77.5% | +5.9% |
| YTD | +58.7% | -84.8% | +143.5% | +62.9% |
| 1Y | +75.8% | -88.6% | +164.5% | +82.0% |
| 3Y | +73.2% | -2.8% | +76.0% | +50.3% |
| All | +73.2% | -16.7% | +89.9% | +50.3% |
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