+1,400.5%
FANG vs PAAS
+204.3%
+1,196.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | +6.8% | -0.1% | +6.8% | +6.5% |
| 3M | +1.3% | +8.2% | -7.0% | -0.7% |
| 6M | +11.8% | -13.8% | +25.6% | +12.5% |
| YTD | +35.1% | -0.6% | +35.7% | +31.5% |
| 1Y | +48.9% | +44.0% | +4.9% | +34.7% |
| 3Y | +42.8% | +246.6% | -203.8% | +6.5% |
| 5Y | +230.3% | +116.1% | +114.2% | +161.6% |
| 10Y | +167.0% | +202.7% | -35.7% | +84.6% |
| All | +1,400.5% | +204.3% | +1,196.2% | +813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling