+108.2%
EOG vs PCOR
-12.9%
+121.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +7.4% | +2.2% | +5.2% | +7.2% |
| 30D | +2.3% | +37.4% | -35.2% | -0.8% |
| 3M | +9.5% | +33.2% | -23.8% | +6.2% |
| 6M | +17.7% | +60.6% | -42.9% | +11.7% |
| YTD | +52.9% | +6.2% | +46.7% | +51.1% |
| 1Y | +47.7% | -1.1% | +48.7% | +47.1% |
| 3Y | +41.1% | +48.4% | -7.3% | +32.2% |
| 5Y | +108.2% | -13.1% | +121.3% | +97.1% |
| All | +108.2% | -12.9% | +121.2% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling