-20.2%
PFE vs EOG
+94.4%
-114.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.7% | -6.0% | +1.3% | -4.3% |
| 30D | +3.4% | +0.9% | +2.5% | +3.2% |
| 3M | +9.2% | +10.9% | -1.7% | +8.3% |
| 6M | +15.8% | +15.8% | 0.0% | +14.2% |
| YTD | +23.4% | +45.8% | -22.4% | +19.0% |
| 1Y | +25.8% | +45.3% | -19.5% | +21.4% |
| 3Y | +17.8% | +36.2% | -18.3% | +13.8% |
| 5Y | -20.2% | +94.0% | -114.2% | -13.8% |
| All | -20.2% | +94.4% | -114.6% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling