+367.0%
PSX vs EOSE
-70.2%
+437.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | +1.5% | +14.0% | -12.5% | +1.2% |
| 30D | +15.8% | -5.9% | +21.7% | +15.9% |
| 3M | +43.0% | -34.3% | +77.3% | +43.9% |
| 6M | +61.1% | -37.8% | +98.8% | +61.6% |
| YTD | +104.5% | -65.2% | +169.7% | +107.3% |
| 1Y | +102.5% | -41.9% | +144.5% | +100.6% |
| 3Y | +133.5% | +44.6% | +88.9% | +115.6% |
| 5Y | +367.0% | -69.2% | +436.1% | +378.8% |
| All | +367.0% | -70.2% | +437.2% | +378.8% |
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