+133.8%
PSX vs EOG
+20.9%
+113.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +2.8% | -2.0% | +4.8% | +4.3% |
| 30D | +27.8% | +7.9% | +19.9% | +21.0% |
| 3M | +42.0% | +4.5% | +37.5% | +36.7% |
| 6M | +58.1% | +12.3% | +45.8% | +44.4% |
| YTD | +105.0% | +41.9% | +63.2% | +57.6% |
| 1Y | +104.9% | +27.8% | +77.1% | +69.7% |
| All | +133.8% | +20.9% | +113.0% | +97.5% |
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