+137.1%
EOG vs PEG
+171.2%
-34.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | +7.6% | +4.5% | +3.1% | +5.5% |
| 30D | +3.4% | +7.5% | -4.2% | +0.1% |
| 3M | +12.7% | +0.8% | +11.9% | +12.0% |
| 6M | +19.0% | 0.0% | +19.0% | +18.3% |
| YTD | +55.6% | -3.0% | +58.6% | +56.1% |
| 1Y | +49.5% | -4.7% | +54.3% | +51.2% |
| 3Y | +43.2% | +36.5% | +6.7% | +18.1% |
| 5Y | +111.8% | +44.4% | +67.5% | +66.5% |
| All | +137.1% | +171.2% | -34.2% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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