+34.3%
FANG vs PCOR
+4.0%
+30.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +19.7% | -24.6% | -4.1% |
| 7D | -11.3% | +21.8% | -33.2% | -10.5% |
| 30D | -0.7% | +39.5% | -40.2% | +0.4% |
| 3M | -4.2% | +35.2% | -39.4% | -3.2% |
| 6M | -13.5% | +21.7% | -35.2% | -11.4% |
| YTD | +23.7% | +3.9% | +19.8% | +28.0% |
| 1Y | +34.3% | +6.9% | +27.4% | +37.6% |
| All | +34.3% | +4.0% | +30.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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