+342.2%
EOG vs PSLV
+108.9%
+233.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.3% |
| 7D | +1.0% | -4.9% | +5.9% | +1.9% |
| 30D | +2.8% | -1.9% | +4.7% | +3.0% |
| 3M | +5.9% | +4.2% | +1.7% | +4.3% |
| 6M | +17.1% | -27.6% | +44.7% | +22.7% |
| YTD | +43.9% | -11.7% | +55.6% | +39.6% |
| 1Y | +26.9% | +49.3% | -22.4% | +6.9% |
| 3Y | +23.6% | +167.1% | -143.6% | -12.0% |
| 5Y | +178.1% | +151.7% | +26.4% | +99.2% |
| 10Y | +119.8% | +187.0% | -67.1% | +46.5% |
| All | +342.2% | +108.9% | +233.3% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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