+7,763.9%
EOG vs PPL
+2,158.2%
+5,605.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -11.1% | +0.4% | -11.5% | -11.3% |
| 30D | +2.7% | +5.4% | -2.7% | +0.2% |
| 3M | +8.8% | +4.3% | +4.5% | +6.3% |
| 6M | +10.8% | -1.3% | +12.1% | +10.7% |
| YTD | +44.6% | +4.7% | +39.9% | +40.1% |
| 1Y | +44.6% | +1.3% | +43.3% | +42.1% |
| 3Y | +29.5% | +57.2% | -27.7% | +2.3% |
| 5Y | +96.3% | +48.2% | +48.1% | +57.3% |
| 10Y | +122.4% | +62.7% | +59.7% | +66.0% |
| All | +7,763.9% | +2,158.2% | +5,605.7% | +2,701.8% |
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