+233.6%
FANG vs PCOR
-36.7%
+270.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +1.2% | -12.2% | +13.4% | +3.1% |
| 30D | +2.4% | -9.4% | +11.8% | +3.7% |
| 3M | +5.1% | +22.2% | -17.1% | +1.3% |
| 6M | +16.4% | -7.3% | +23.8% | +16.6% |
| YTD | +39.0% | -26.8% | +65.8% | +44.0% |
| 1Y | +50.6% | -22.2% | +72.9% | +54.0% |
| 3Y | +46.9% | -19.1% | +66.0% | +45.9% |
| 5Y | +238.2% | -42.4% | +280.7% | +234.8% |
| All | +233.6% | -36.7% | +270.2% | +230.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling