+75.7%
PEP vs EOG
+121.2%
-45.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.4% |
| 30D | -0.2% | +2.8% | -3.0% | -0.5% |
| 3M | -4.3% | +5.9% | -10.2% | -4.9% |
| 6M | -13.2% | +17.1% | -30.3% | -14.5% |
| YTD | -1.9% | +43.9% | -45.8% | -5.2% |
| 1Y | -0.3% | +26.9% | -27.2% | -2.7% |
| 3Y | -13.6% | +23.6% | -37.2% | -16.0% |
| 5Y | +3.4% | +178.1% | -174.8% | -8.3% |
| All | +75.7% | +121.2% | -45.5% | +44.6% |
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