+276.9%
PCAR vs EOG
+127.0%
+150.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.6% |
| 7D | +3.5% | -2.4% | +5.8% | +3.9% |
| 30D | -2.3% | +2.9% | -5.2% | -3.2% |
| 3M | -19.3% | +7.2% | -26.6% | -20.9% |
| 6M | -7.1% | +18.2% | -25.3% | -11.5% |
| YTD | -2.8% | +48.9% | -51.7% | -13.0% |
| 1Y | +9.3% | +46.7% | -37.4% | -1.9% |
| 3Y | +33.5% | +37.4% | -3.9% | +21.0% |
| 5Y | +112.6% | +103.9% | +8.7% | +70.4% |
| 10Y | +276.9% | +127.0% | +149.9% | +168.5% |
| All | +276.9% | +127.0% | +150.0% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling