+1,440.5%
FANG vs PBR
+244.6%
+1,195.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +2.9% | +5.4% | -2.5% | +0.5% |
| 30D | +2.6% | +22.9% | -20.3% | -6.3% |
| 3M | +7.6% | +19.6% | -12.1% | -0.6% |
| 6M | +17.3% | +16.5% | +0.8% | +9.3% |
| YTD | +38.7% | +86.7% | -48.0% | +4.9% |
| 1Y | +51.6% | +74.7% | -23.1% | +17.8% |
| 3Y | +50.0% | +102.6% | -52.6% | +7.7% |
| 5Y | +237.6% | +566.6% | -329.0% | +38.5% |
| 10Y | +180.7% | +686.1% | -505.4% | +6.6% |
| All | +1,440.5% | +244.6% | +1,195.9% | +473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling