+1,131.3%
PSX vs EOG
+301.1%
+830.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +2.8% | -2.0% | +4.8% | +4.0% |
| 30D | +27.8% | +7.9% | +19.9% | +22.3% |
| 3M | +42.0% | +4.5% | +37.5% | +37.9% |
| 6M | +58.1% | +12.3% | +45.8% | +47.4% |
| YTD | +105.0% | +41.9% | +63.2% | +66.8% |
| 1Y | +104.9% | +27.8% | +77.1% | +77.0% |
| 3Y | +134.1% | +21.8% | +112.3% | +106.9% |
| 5Y | +363.8% | +174.0% | +189.8% | +157.9% |
| 10Y | +370.1% | +110.4% | +259.7% | +156.2% |
| All | +1,131.3% | +301.1% | +830.2% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling