+368.5%
PSX vs EOG
+179.2%
+189.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | +1.8% | -1.3% | +3.1% | +2.7% |
| 30D | +21.6% | +3.4% | +18.3% | +18.8% |
| 3M | +46.5% | +7.8% | +38.6% | +38.3% |
| 6M | +62.0% | +13.4% | +48.7% | +48.0% |
| YTD | +106.3% | +43.5% | +62.8% | +60.3% |
| 1Y | +103.0% | +29.7% | +73.3% | +68.8% |
| 3Y | +135.5% | +23.2% | +112.4% | +101.0% |
| 5Y | +368.5% | +176.4% | +192.1% | +145.7% |
| All | +368.5% | +179.2% | +189.3% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling