+24.2%
EOG vs PFGC
+63.7%
-39.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | +7.9% | -15.8% | +23.6% | +10.1% |
| 3M | +4.5% | -0.6% | +5.1% | +4.2% |
| 6M | +12.3% | +10.7% | +1.6% | +9.8% |
| YTD | +41.9% | +7.6% | +34.2% | +38.5% |
| 1Y | +27.8% | -7.8% | +35.7% | +30.0% |
| All | +24.2% | +63.7% | -39.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling