+17.8%
PFE vs EOG
+35.1%
-17.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | -6.0% | +1.3% | -4.2% |
| 30D | +3.4% | +0.9% | +2.5% | +3.2% |
| 3M | +9.2% | +10.9% | -1.7% | +7.9% |
| 6M | +15.8% | +15.8% | 0.0% | +13.5% |
| YTD | +23.4% | +45.8% | -22.4% | +16.1% |
| 1Y | +25.8% | +45.3% | -19.5% | +18.4% |
| 3Y | +17.8% | +36.2% | -18.3% | +11.3% |
| All | +17.8% | +35.1% | -17.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling