+124.3%
PM vs EOG
+21.8%
+102.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | -2.6% | +7.9% | -10.4% | -2.7% |
| 3M | +5.8% | +4.5% | +1.3% | +5.7% |
| 6M | +10.6% | +12.3% | -1.7% | +10.4% |
| YTD | +17.2% | +41.9% | -24.7% | +16.5% |
| 1Y | +17.6% | +27.8% | -10.2% | +17.1% |
| 3Y | +124.3% | +21.8% | +102.5% | +119.2% |
| All | +124.3% | +21.8% | +102.4% | +119.2% |
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