+1.6%
PG vs EOG
+22.5%
-20.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | +1.5% | -2.3% | -0.8% |
| 30D | +0.8% | +2.9% | -2.1% | +0.9% |
| 3M | -1.3% | +8.7% | -10.1% | -1.2% |
| 6M | -3.8% | +12.9% | -16.7% | -3.7% |
| YTD | +3.6% | +43.8% | -40.2% | +3.0% |
| 1Y | -5.7% | +27.1% | -32.8% | -6.1% |
| 3Y | +1.6% | +25.9% | -24.3% | +0.2% |
| All | +1.6% | +22.5% | -20.9% | +0.2% |
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