+178.1%
EOG vs PH
+243.6%
-65.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +1.0% | -3.1% | +4.2% | +2.1% |
| 30D | +2.8% | -11.8% | +14.6% | +7.0% |
| 3M | +5.9% | +6.9% | -1.0% | +2.6% |
| 6M | +17.1% | -1.3% | +18.3% | +15.7% |
| YTD | +43.9% | +7.0% | +37.0% | +37.0% |
| 1Y | +26.9% | +23.1% | +3.8% | +13.3% |
| 3Y | +23.6% | +135.4% | -111.8% | -19.7% |
| 5Y | +178.1% | +250.3% | -72.2% | +37.8% |
| All | +178.1% | +243.6% | -65.4% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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