+52.3%
FANG vs PCOR
-23.7%
+75.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.6% |
| 7D | -0.4% | -9.0% | +8.6% | -0.2% |
| 30D | +2.4% | -7.0% | +9.4% | +2.6% |
| 3M | +4.9% | +18.3% | -13.4% | +4.8% |
| 6M | +12.0% | -7.8% | +19.8% | +13.6% |
| YTD | +37.1% | -25.6% | +62.7% | +42.3% |
| 1Y | +52.3% | -22.7% | +75.0% | +57.6% |
| All | +52.3% | -23.7% | +75.9% | +57.6% |
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