+211.8%
PM vs EOG
+115.2%
+96.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -0.2% | +3.4% | -3.5% | -0.7% |
| 3M | +4.9% | +7.8% | -2.9% | +3.6% |
| 6M | +9.0% | +13.4% | -4.3% | +6.7% |
| YTD | +17.8% | +43.5% | -25.7% | +11.3% |
| 1Y | +16.8% | +29.7% | -12.9% | +11.9% |
| 3Y | +125.4% | +23.2% | +102.3% | +114.9% |
| 5Y | +128.7% | +176.4% | -47.7% | +86.4% |
| 10Y | +211.8% | +119.1% | +92.7% | +131.6% |
| All | +211.8% | +115.2% | +96.7% | +131.6% |
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