+45.1%
EOG vs PR
+73.4%
-28.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | -0.5% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | +2.9% | -4.6% | +7.5% | +6.3% |
| 3M | +8.0% | +4.7% | +3.3% | +3.9% |
| 6M | +17.0% | +12.4% | +4.5% | +6.7% |
| YTD | +51.1% | +62.9% | -11.8% | +6.9% |
| 1Y | +45.1% | +70.6% | -25.5% | +0.4% |
| All | +45.1% | +73.4% | -28.3% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling