+12,304.7%
PCAR vs EOG
+7,567.3%
+4,737.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.8% |
| 7D | +0.1% | -11.1% | +11.2% | +3.0% |
| 30D | -4.6% | +2.7% | -7.3% | -5.4% |
| 3M | -22.6% | +8.8% | -31.3% | -24.6% |
| 6M | -12.0% | +10.8% | -22.8% | -15.2% |
| YTD | -6.1% | +44.6% | -50.7% | -16.1% |
| 1Y | +6.3% | +44.6% | -38.3% | -5.1% |
| 3Y | +31.8% | +29.5% | +2.3% | +20.1% |
| 5Y | +104.2% | +96.3% | +7.9% | +61.6% |
| 10Y | +302.9% | +122.4% | +180.5% | +177.0% |
| All | +12,304.7% | +7,567.3% | +4,737.4% | +4,784.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling