+15,068.3%
PCAR vs EOG
+7,415.7%
+7,652.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.9% |
| 30D | -6.2% | +8.2% | -14.4% | -8.2% |
| 3M | +5.9% | +3.8% | +2.1% | +4.2% |
| 6M | +0.4% | +15.3% | -14.9% | -4.4% |
| YTD | +14.8% | +41.7% | -26.9% | +3.4% |
| 1Y | +30.1% | +23.6% | +6.6% | +21.3% |
| 3Y | +66.7% | +23.3% | +43.4% | +53.9% |
| 5Y | +166.1% | +170.4% | -4.3% | +93.8% |
| 10Y | +353.7% | +125.5% | +228.2% | +210.9% |
| All | +15,068.3% | +7,415.7% | +7,652.6% | +5,921.9% |
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