+165.4%
EOG vs PR
+169.5%
-4.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.3% | +2.9% | -1.6% | +0.3% |
| 30D | +8.2% | +18.0% | -9.9% | +2.3% |
| 3M | +3.8% | +16.9% | -13.0% | -1.3% |
| 6M | +15.3% | +28.2% | -12.9% | +6.4% |
| YTD | +41.7% | +69.3% | -27.6% | +19.3% |
| 1Y | +23.6% | +69.5% | -46.0% | +3.8% |
| 3Y | +23.3% | +81.7% | -58.4% | +0.1% |
| 5Y | +170.4% | +422.2% | -251.8% | +54.6% |
| 10Y | +125.5% | +110.4% | +15.2% | +44.5% |
| All | +165.4% | +169.5% | -4.1% | +89.2% |
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