+37.4%
EOG vs PCOR
+52.3%
-14.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.1% |
| 7D | -2.4% | +20.7% | -23.1% | -3.8% |
| 30D | +2.9% | +35.7% | -32.7% | +0.3% |
| 3M | +7.2% | +31.1% | -23.8% | +4.6% |
| 6M | +18.2% | +43.1% | -25.0% | +14.0% |
| YTD | +48.9% | +4.8% | +44.0% | +49.3% |
| 1Y | +46.7% | -3.7% | +50.4% | +49.2% |
| 3Y | +37.4% | +46.5% | -9.1% | +21.6% |
| All | +37.4% | +52.3% | -14.9% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling