+133.5%
EOG vs PR
+72.8%
+60.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.6% |
| 7D | +4.6% | -0.5% | +5.1% | +4.7% |
| 30D | +2.9% | -4.6% | +7.5% | +4.5% |
| 3M | +8.0% | +4.7% | +3.3% | +6.4% |
| 6M | +17.0% | +12.4% | +4.5% | +12.7% |
| YTD | +51.1% | +62.9% | -11.8% | +28.8% |
| 1Y | +45.1% | +70.6% | -25.5% | +21.8% |
| 3Y | +39.4% | +90.0% | -50.6% | +11.6% |
| 5Y | +105.6% | +255.5% | -149.9% | +31.1% |
| 10Y | +133.5% | +78.7% | +54.7% | +38.9% |
| All | +133.5% | +72.8% | +60.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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