+139.2%
EOG vs PCOR
-9.0%
+148.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -6.0% | +22.2% | -28.2% | -7.7% |
| 30D | +0.9% | +36.0% | -35.2% | -2.1% |
| 3M | +10.9% | +34.0% | -23.1% | +7.6% |
| 6M | +15.8% | +43.5% | -27.7% | +11.2% |
| YTD | +45.8% | +5.1% | +40.7% | +44.1% |
| 1Y | +45.3% | -3.9% | +49.2% | +45.1% |
| 3Y | +36.2% | +52.9% | -16.8% | +27.4% |
| 5Y | +94.0% | -18.7% | +112.6% | +84.2% |
| All | +139.2% | -9.0% | +148.2% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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