+7,705.0%
EOG vs PPG
+2,625.9%
+5,079.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +2.2% |
| 7D | -1.3% | -3.7% | +2.4% | +0.3% |
| 30D | +3.4% | -7.2% | +10.6% | +6.7% |
| 3M | +7.8% | -7.3% | +15.2% | +9.8% |
| 6M | +13.4% | +0.3% | +13.1% | +9.5% |
| YTD | +43.5% | +6.5% | +37.0% | +34.0% |
| 1Y | +29.7% | +0.5% | +29.1% | +23.8% |
| 3Y | +23.2% | -15.3% | +38.5% | +24.3% |
| 5Y | +176.4% | -22.9% | +199.3% | +179.1% |
| 10Y | +119.1% | +28.4% | +90.7% | +68.8% |
| All | +7,705.0% | +2,625.9% | +5,079.1% | +2,224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 all: compounded portfolio wealth divided by compounded PPG 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…
all analysis · Full analysis span regression · 6 months rolling