+3,344.9%
PEP vs EOG
+8,150.5%
-4,805.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.1% |
| 7D | +2.9% | +7.6% | -4.7% | +2.2% |
| 30D | +12.5% | +3.4% | +9.1% | +12.1% |
| 3M | +4.5% | +12.7% | -8.2% | +3.3% |
| 6M | -0.5% | +19.0% | -19.5% | -2.3% |
| YTD | +4.4% | +55.6% | -51.1% | -0.2% |
| 1Y | +4.4% | +49.5% | -45.2% | +0.1% |
| 3Y | -3.4% | +43.2% | -46.5% | -7.6% |
| 5Y | +5.2% | +111.8% | -106.7% | -4.5% |
| 10Y | +92.1% | +140.4% | -48.3% | +63.5% |
| All | +3,344.9% | +8,150.5% | -4,805.5% | +2,022.4% |
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