+166.2%
EOG vs PNR
-21.7%
+187.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | -6.0% | +7.5% | +2.5% |
| 30D | +2.9% | -14.0% | +16.9% | +5.3% |
| 3M | +8.7% | -21.7% | +30.4% | +12.4% |
| 6M | +12.9% | -37.3% | +50.2% | +21.4% |
| YTD | +43.8% | -45.1% | +89.0% | +59.0% |
| 1Y | +27.1% | -49.1% | +76.2% | +42.9% |
| 3Y | +25.9% | -14.8% | +40.7% | +25.0% |
| All | +166.2% | -21.7% | +187.9% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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