-75.2%
PCG vs EOG
+110.9%
-186.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +5.4% | -2.0% | +7.4% | +5.9% |
| 30D | -15.1% | +7.9% | -23.0% | -17.0% |
| 3M | -9.8% | +4.5% | -14.3% | -11.3% |
| 6M | -18.0% | +12.3% | -30.3% | -21.3% |
| YTD | -7.2% | +41.9% | -49.1% | -16.5% |
| 1Y | +2.9% | +27.8% | -25.0% | -5.0% |
| 3Y | -11.1% | +21.8% | -32.9% | -18.4% |
| 5Y | +61.8% | +174.0% | -112.2% | +12.4% |
| 10Y | -75.2% | +110.4% | -185.5% | -84.3% |
| All | -75.2% | +110.9% | -186.1% | -84.3% |
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