+225.6%
FANG vs PBR
+552.2%
-326.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +2.9% | +5.4% | -2.5% | +0.4% |
| 30D | +2.6% | +22.9% | -20.3% | -7.0% |
| 3M | +7.6% | +19.6% | -12.1% | -1.3% |
| 6M | +17.3% | +16.5% | +0.8% | +8.6% |
| YTD | +38.7% | +86.7% | -48.0% | +2.7% |
| 1Y | +51.6% | +74.7% | -23.1% | +15.4% |
| 3Y | +50.0% | +102.6% | -52.6% | +5.0% |
| All | +225.6% | +552.2% | -326.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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