+166.6%
EOG vs PR
+147.8%
+18.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | +0.2% |
| 7D | -10.7% | -16.5% | +5.9% | -5.1% |
| 30D | +1.1% | -4.5% | +5.6% | +2.7% |
| 3M | +8.7% | +8.5% | +0.1% | +5.8% |
| 6M | +4.4% | -3.3% | +7.7% | +5.8% |
| YTD | +42.4% | +55.7% | -13.3% | +23.4% |
| 1Y | +42.1% | +82.0% | -39.9% | +16.9% |
| 3Y | +25.8% | +62.5% | -36.7% | +6.1% |
| 5Y | +93.3% | +223.9% | -130.6% | +27.5% |
| 10Y | +119.1% | +64.2% | +54.8% | +39.5% |
| All | +166.6% | +147.8% | +18.8% | +95.7% |
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