+10.6%
PCAR vs EOG
+47.9%
-37.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.5% |
| 7D | +2.1% | +7.4% | -5.3% | +3.0% |
| 30D | -1.2% | +2.3% | -3.5% | -0.9% |
| 3M | -18.6% | +9.5% | -28.0% | -17.5% |
| 6M | -5.1% | +17.7% | -22.7% | -2.5% |
| YTD | -1.8% | +52.9% | -54.7% | -5.6% |
| 1Y | +10.6% | +47.7% | -37.0% | +8.4% |
| All | +10.6% | +47.9% | -37.2% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling