+2,684.3%
EOG vs PFG
+985.4%
+1,699.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +7.6% | +2.4% | +5.2% | +6.6% |
| 30D | +3.4% | +5.9% | -2.5% | +0.8% |
| 3M | +12.7% | -0.4% | +13.2% | +12.2% |
| 6M | +19.0% | +14.8% | +4.2% | +11.7% |
| YTD | +55.6% | +31.9% | +23.6% | +37.6% |
| 1Y | +49.5% | +38.8% | +10.7% | +29.5% |
| 3Y | +43.2% | +82.4% | -39.2% | +10.3% |
| 5Y | +111.8% | +94.7% | +17.1% | +57.1% |
| 10Y | +140.4% | +187.0% | -46.6% | +55.0% |
| All | +2,684.3% | +985.4% | +1,699.0% | +1,038.4% |
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