+35.2%
PFE vs EOG
+115.2%
-79.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | +2.7% | +3.4% | -0.7% | +2.3% |
| 3M | +10.0% | +7.8% | +2.1% | +8.9% |
| 6M | +7.2% | +13.4% | -6.2% | +5.2% |
| YTD | +17.3% | +43.5% | -26.2% | +12.0% |
| 1Y | +20.3% | +29.7% | -9.4% | +16.1% |
| 3Y | -1.6% | +23.2% | -24.8% | -5.2% |
| 5Y | -21.4% | +176.4% | -197.8% | -32.4% |
| 10Y | +35.2% | +119.1% | -83.9% | +10.4% |
| All | +35.2% | +115.2% | -79.9% | +10.4% |
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 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