+2,436.3%
EOG vs PFG
+1,015.3%
+1,421.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +1.3% | +5.5% | -4.2% | -1.0% |
| 30D | +8.2% | +2.4% | +5.8% | +6.9% |
| 3M | +3.8% | +13.6% | -9.8% | -1.7% |
| 6M | +15.3% | +27.9% | -12.6% | +3.9% |
| YTD | +41.7% | +35.6% | +6.2% | +24.4% |
| 1Y | +23.6% | +48.5% | -24.9% | +4.4% |
| 3Y | +23.3% | +66.9% | -43.6% | -1.5% |
| 5Y | +170.4% | +111.0% | +59.5% | +95.3% |
| 10Y | +125.5% | +244.5% | -119.0% | +37.3% |
| All | +2,436.3% | +1,015.3% | +1,421.1% | +929.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling