+119.0%
EOG vs PFGC
+294.6%
-175.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +1.0% | -4.8% | +5.9% | +2.5% |
| 30D | +2.8% | -17.2% | +20.0% | +8.6% |
| 3M | +5.9% | -6.3% | +12.2% | +7.6% |
| 6M | +17.1% | +8.8% | +8.2% | +12.7% |
| YTD | +43.9% | +4.9% | +39.0% | +39.3% |
| 1Y | +26.9% | -9.5% | +36.4% | +28.3% |
| 3Y | +23.6% | +59.6% | -36.0% | +3.0% |
| 5Y | +178.1% | +113.5% | +64.6% | +101.9% |
| All | +119.0% | +294.6% | -175.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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