+267.7%
PR vs EOSE
-82.3%
+349.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.9% |
| 7D | +6.0% | +9.8% | -3.8% | +5.3% |
| 30D | -4.2% | -2.1% | -2.1% | -4.6% |
| 3M | +10.0% | -54.1% | +64.0% | +13.8% |
| 6M | +15.6% | -76.9% | +92.5% | +23.8% |
| YTD | +68.2% | -83.3% | +151.5% | +79.8% |
| 1Y | +79.2% | -87.4% | +166.6% | +94.9% |
| 3Y | +94.9% | +61.9% | +33.0% | +50.7% |
| All | +267.7% | -82.3% | +349.9% | +236.7% |
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