+260.9%
PM vs EOG
+131.8%
+129.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -7.1% | +4.6% | -11.6% | -7.6% |
| 30D | -2.8% | +2.9% | -5.7% | -3.2% |
| 3M | +6.3% | +8.0% | -1.6% | +5.1% |
| 6M | +9.6% | +17.0% | -7.3% | +6.9% |
| YTD | +25.6% | +51.1% | -25.5% | +17.7% |
| 1Y | +29.7% | +45.1% | -15.5% | +22.1% |
| 3Y | +147.6% | +39.4% | +108.1% | +131.8% |
| 5Y | +160.1% | +105.6% | +54.5% | +123.6% |
| 10Y | +260.9% | +133.5% | +127.4% | +174.0% |
| All | +260.9% | +131.8% | +129.1% | +174.0% |
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