-12.5%
PEP vs EOG
+21.8%
-34.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | +0.7% | +7.9% | -7.2% | +0.2% |
| 3M | -0.5% | +4.5% | -5.0% | -0.9% |
| 6M | -11.3% | +12.3% | -23.6% | -12.2% |
| YTD | -0.6% | +41.9% | -42.5% | -3.5% |
| 1Y | +1.7% | +27.8% | -26.2% | -0.6% |
| 3Y | -12.5% | +21.8% | -34.3% | -16.1% |
| All | -12.5% | +21.8% | -34.3% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling