+3,159.9%
PEP vs EOG
+7,415.7%
-4,255.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | +0.2% | +8.2% | -7.9% | -0.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.6% |
| 6M | -13.5% | +15.3% | -28.8% | -14.9% |
| YTD | -1.2% | +41.7% | -42.9% | -4.7% |
| 1Y | -1.6% | +23.6% | -25.1% | -3.9% |
| 3Y | -12.5% | +23.3% | -35.8% | -15.1% |
| 5Y | +3.0% | +170.4% | -167.4% | -8.7% |
| 10Y | +73.9% | +125.5% | -51.6% | +48.9% |
| All | +3,159.9% | +7,415.7% | -4,255.7% | +1,928.0% |
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