+285.9%
PCAR vs EOG
+136.8%
+149.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +2.1% | +7.4% | -5.3% | +0.5% |
| 30D | -1.2% | +2.3% | -3.5% | -1.9% |
| 3M | -18.6% | +9.5% | -28.0% | -20.5% |
| 6M | -5.1% | +17.7% | -22.7% | -9.4% |
| YTD | -1.8% | +52.9% | -54.7% | -12.6% |
| 1Y | +10.6% | +47.7% | -37.0% | -0.8% |
| 3Y | +34.9% | +41.1% | -6.2% | +21.6% |
| 5Y | +114.0% | +108.2% | +5.7% | +70.7% |
| All | +285.9% | +136.8% | +149.1% | +174.0% |
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