+367.9%
PCAR vs EOG
+115.2%
+252.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -6.9% | +3.4% | -10.3% | -7.6% |
| 3M | +2.1% | +7.8% | -5.7% | -0.2% |
| 6M | +1.6% | +13.4% | -11.8% | -2.4% |
| YTD | +12.2% | +43.5% | -31.3% | +1.6% |
| 1Y | +28.0% | +29.7% | -1.6% | +18.6% |
| 3Y | +61.0% | +23.2% | +37.8% | +49.7% |
| 5Y | +163.9% | +176.4% | -12.5% | +96.5% |
| 10Y | +367.9% | +119.1% | +248.8% | +234.5% |
| All | +367.9% | +115.2% | +252.8% | +234.5% |
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