+7,608.4%
EOG vs PPL
+2,096.5%
+5,511.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.3% | +2.7% | -1.4% | +0.1% |
| 30D | +8.2% | +0.5% | +7.7% | +7.7% |
| 3M | +3.8% | +0.7% | +3.2% | +3.1% |
| 6M | +15.3% | -7.6% | +22.9% | +18.7% |
| YTD | +41.7% | +1.8% | +39.9% | +39.3% |
| 1Y | +23.6% | -0.8% | +24.3% | +22.6% |
| 3Y | +23.3% | +56.9% | -33.6% | -2.6% |
| 5Y | +170.4% | +39.5% | +130.9% | +123.3% |
| 10Y | +125.5% | +55.4% | +70.1% | +72.1% |
| All | +7,608.4% | +2,096.5% | +5,511.9% | +2,686.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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