+28.4%
PFE vs EOG
+47.6%
-19.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.5% |
| 7D | -0.7% | -2.4% | +1.7% | -0.8% |
| 30D | +5.3% | +2.9% | +2.4% | +5.3% |
| 3M | +10.1% | +7.2% | +2.9% | +10.2% |
| 6M | +18.0% | +18.2% | -0.1% | +17.4% |
| YTD | +25.8% | +48.9% | -23.1% | +18.9% |
| 1Y | +28.4% | +46.7% | -18.3% | +22.3% |
| All | +28.4% | +47.6% | -19.2% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling