+176.4%
EOG vs PFG
+109.8%
+66.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -1.3% | +3.2% | -4.5% | -2.8% |
| 30D | +3.4% | +0.9% | +2.4% | +2.7% |
| 3M | +7.8% | +7.7% | +0.1% | +3.8% |
| 6M | +13.4% | +29.0% | -15.6% | 0.0% |
| YTD | +43.5% | +32.5% | +11.0% | +24.4% |
| 1Y | +29.7% | +47.3% | -17.6% | +6.2% |
| 3Y | +23.2% | +68.2% | -45.1% | -7.4% |
| 5Y | +176.4% | +108.5% | +67.9% | +72.9% |
| All | +176.4% | +109.8% | +66.6% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling