+137.2%
EOG vs PCOR
-10.3%
+147.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -11.1% | +22.7% | -33.8% | -12.8% |
| 30D | +2.7% | +37.5% | -34.8% | -0.4% |
| 3M | +8.8% | +35.2% | -26.4% | +5.4% |
| 6M | +10.8% | +42.2% | -31.5% | +6.5% |
| YTD | +44.6% | +3.6% | +41.0% | +43.0% |
| 1Y | +44.6% | -4.8% | +49.3% | +44.4% |
| 3Y | +29.5% | +48.3% | -18.8% | +21.4% |
| 5Y | +96.3% | -20.1% | +116.4% | +86.6% |
| All | +137.2% | -10.3% | +147.5% | +126.0% |
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