+116.1%
PG vs EOG
+121.1%
-4.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | +1.5% | -2.3% | -0.9% |
| 30D | +0.8% | +2.9% | -2.1% | +0.6% |
| 3M | -1.3% | +8.7% | -10.1% | -1.9% |
| 6M | -3.8% | +12.9% | -16.7% | -4.7% |
| YTD | +3.6% | +43.8% | -40.2% | +0.9% |
| 1Y | -5.7% | +27.1% | -32.8% | -7.5% |
| 3Y | +1.6% | +25.9% | -24.3% | -0.7% |
| 5Y | +14.6% | +177.9% | -163.3% | +4.0% |
| All | +116.1% | +121.1% | -4.9% | +86.5% |
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