+31.3%
FANG vs PCOR
+50.0%
-18.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +4.0% | +3.0% | +1.0% | +3.6% |
| 30D | -5.8% | +38.7% | -44.4% | -10.2% |
| 3M | -6.7% | +24.9% | -31.6% | -9.8% |
| 6M | -6.4% | +68.8% | -75.2% | -14.5% |
| YTD | +25.9% | +6.7% | +19.2% | +25.7% |
| 1Y | +31.1% | +3.0% | +28.1% | +32.1% |
| 3Y | +31.3% | +48.6% | -17.3% | +15.7% |
| All | +31.3% | +50.0% | -18.7% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling