+132.5%
EOG vs PCOR
-30.9%
+163.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | -0.1% |
| 7D | +1.3% | -9.0% | +10.2% | +2.2% |
| 30D | +8.2% | +4.2% | +4.0% | +7.6% |
| 3M | +3.8% | +14.4% | -10.6% | +2.2% |
| 6M | +15.3% | +0.2% | +15.1% | +14.5% |
| YTD | +41.7% | -20.3% | +62.0% | +43.9% |
| 1Y | +23.6% | -16.1% | +39.7% | +24.4% |
| 3Y | +23.3% | -14.7% | +38.0% | +21.8% |
| 5Y | +170.4% | -43.2% | +213.6% | +163.9% |
| All | +132.5% | -30.9% | +163.4% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling