+361.6%
PSX vs EOG
+141.0%
+220.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | -0.3% |
| 7D | +7.8% | +7.6% | +0.2% | +3.0% |
| 30D | -10.9% | +3.4% | -14.3% | -12.7% |
| 3M | +14.5% | +12.7% | +1.8% | +6.1% |
| 6M | +56.1% | +19.0% | +37.1% | +39.2% |
| YTD | +109.6% | +55.6% | +54.0% | +58.1% |
| 1Y | +95.5% | +49.5% | +46.0% | +51.2% |
| 3Y | +156.2% | +43.2% | +113.0% | +103.0% |
| 5Y | +310.0% | +111.8% | +198.2% | +150.4% |
| All | +361.6% | +141.0% | +220.7% | +119.7% |
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