+581.9%
PSX vs EOSE
-60.6%
+642.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +1.7% | +1.8% | -0.1% | +1.7% |
| 30D | +15.6% | -6.8% | +22.5% | +15.7% |
| 3M | +46.5% | -36.3% | +82.8% | +47.7% |
| 6M | +55.0% | -38.8% | +93.8% | +55.6% |
| YTD | +105.3% | -65.5% | +170.8% | +108.4% |
| 1Y | +101.6% | -45.3% | +146.9% | +100.0% |
| 3Y | +134.1% | +44.2% | +90.0% | +114.9% |
| 5Y | +368.7% | -69.5% | +438.2% | +338.5% |
| All | +581.9% | -60.6% | +642.6% | +630.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling