-22.2%
PFE vs EOG
+169.6%
-191.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.7% | -2.0% | -0.6% | -2.5% |
| 30D | +3.8% | +7.9% | -4.0% | +3.2% |
| 3M | +10.4% | +4.5% | +5.9% | +9.8% |
| 6M | +6.3% | +12.3% | -6.0% | +4.9% |
| YTD | +17.4% | +41.9% | -24.5% | +13.3% |
| 1Y | +21.1% | +27.8% | -6.7% | +18.0% |
| 3Y | -1.6% | +21.8% | -23.4% | -4.4% |
| 5Y | -22.2% | +174.0% | -196.2% | -20.9% |
| All | -22.2% | +169.6% | -191.7% | -20.9% |
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