+4.0%
PEP vs EOG
+106.0%
-101.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +1.1% | +4.6% | -3.5% | +0.8% |
| 30D | +13.6% | +2.9% | +10.8% | +13.4% |
| 3M | +5.1% | +8.0% | -2.8% | +4.6% |
| 6M | -1.6% | +17.0% | -18.6% | -2.6% |
| YTD | +3.3% | +51.1% | -47.7% | +0.8% |
| 1Y | +3.2% | +45.1% | -41.9% | +0.9% |
| 3Y | -3.9% | +39.4% | -43.4% | -6.3% |
| 5Y | +4.0% | +105.6% | -101.5% | -0.2% |
| All | +4.0% | +106.0% | -101.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling