+34.3%
FANG vs PAAS
+24.3%
+10.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.4% | -13.3% | -4.3% |
| 7D | -11.3% | -1.1% | -10.2% | -11.2% |
| 30D | -0.7% | -8.5% | +7.8% | -0.8% |
| 3M | -4.2% | -7.3% | +3.1% | -4.0% |
| 6M | -13.5% | -18.3% | +4.8% | -13.4% |
| YTD | +23.7% | -19.2% | +42.9% | +22.5% |
| 1Y | +34.3% | +26.1% | +8.2% | +25.3% |
| All | +34.3% | +24.3% | +10.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling