+115.6%
EOG vs PR
+273.3%
-157.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | +7.6% | +6.0% | +1.6% | +4.3% |
| 30D | +3.4% | -4.2% | +7.6% | +5.7% |
| 3M | +12.7% | +10.0% | +2.8% | +7.0% |
| 6M | +19.0% | +15.6% | +3.4% | +10.2% |
| YTD | +55.6% | +68.2% | -12.6% | +18.4% |
| 1Y | +49.5% | +79.2% | -29.7% | +10.1% |
| 3Y | +43.2% | +94.9% | -51.8% | -2.4% |
| All | +115.6% | +273.3% | -157.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling