+133.0%
EOG vs PFG
+182.5%
-49.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | +7.4% | +0.1% | +7.3% | +7.2% |
| 30D | +2.3% | +5.0% | -2.7% | -1.3% |
| 3M | +9.5% | +0.1% | +9.4% | +8.2% |
| 6M | +17.7% | +13.8% | +3.9% | +6.7% |
| YTD | +52.9% | +31.2% | +21.7% | +25.2% |
| 1Y | +47.7% | +37.1% | +10.6% | +17.3% |
| 3Y | +41.1% | +80.6% | -39.5% | -9.4% |
| 5Y | +108.2% | +93.7% | +14.5% | +21.5% |
| All | +133.0% | +182.5% | -49.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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