+8,362.0%
EOG vs PEG
+3,024.2%
+5,337.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | +7.6% | +4.5% | +3.1% | +5.4% |
| 30D | +3.4% | +7.5% | -4.2% | -0.1% |
| 3M | +12.7% | +0.8% | +11.9% | +11.9% |
| 6M | +19.0% | 0.0% | +19.0% | +18.2% |
| YTD | +55.6% | -3.0% | +58.6% | +56.0% |
| 1Y | +49.5% | -4.7% | +54.3% | +51.1% |
| 3Y | +43.2% | +36.5% | +6.7% | +19.6% |
| 5Y | +111.8% | +44.4% | +67.5% | +69.5% |
| 10Y | +140.4% | +170.2% | -29.8% | +40.3% |
| All | +8,362.0% | +3,024.2% | +5,337.8% | +2,422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling