+118.9%
EOG vs PHM
+568.1%
-449.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +1.5% | -5.0% | +6.5% | +2.7% |
| 30D | +2.9% | -8.4% | +11.4% | +5.0% |
| 3M | +8.7% | -4.4% | +13.2% | +9.1% |
| 6M | +12.9% | -3.7% | +16.6% | +12.2% |
| YTD | +43.8% | +1.3% | +42.5% | +40.5% |
| 1Y | +27.1% | -14.0% | +41.1% | +29.3% |
| 3Y | +25.9% | +48.1% | -22.2% | +6.4% |
| 5Y | +177.9% | +158.8% | +19.2% | +89.5% |
| All | +118.9% | +568.1% | -449.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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