+170.7%
EOG vs PR
+152.6%
+18.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.9% |
| 7D | -11.1% | -16.4% | +5.3% | -5.6% |
| 30D | +2.7% | -1.9% | +4.6% | +3.4% |
| 3M | +8.8% | +8.0% | +0.8% | +6.1% |
| 6M | +10.8% | +4.1% | +6.7% | +9.6% |
| YTD | +44.6% | +58.7% | -14.1% | +24.5% |
| 1Y | +44.6% | +75.8% | -31.2% | +20.4% |
| 3Y | +29.5% | +73.2% | -43.7% | +7.0% |
| 5Y | +96.3% | +230.1% | -133.8% | +28.7% |
| 10Y | +122.4% | +67.4% | +55.1% | +40.7% |
| All | +170.7% | +152.6% | +18.2% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling