+181.9%
FANG vs PAAS
+230.4%
-48.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | +2.6% | -3.6% | +6.2% | +2.9% |
| 3M | +7.6% | +8.6% | -1.0% | +5.5% |
| 6M | +17.3% | -16.7% | +34.0% | +18.8% |
| YTD | +38.7% | -1.9% | +40.6% | +35.2% |
| 1Y | +51.6% | +38.0% | +13.6% | +37.9% |
| 3Y | +50.0% | +234.9% | -185.0% | +11.6% |
| 5Y | +237.6% | +119.5% | +118.1% | +165.0% |
| All | +181.9% | +230.4% | -48.4% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling