+223.6%
FANG vs PCOR
-30.9%
+254.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.4% | -1.2% |
| 7D | +0.8% | -9.0% | +9.7% | +2.2% |
| 30D | +7.6% | +4.2% | +3.4% | +6.8% |
| 3M | -1.3% | +14.4% | -15.7% | -3.7% |
| 6M | +14.7% | +0.2% | +14.5% | +13.6% |
| YTD | +34.8% | -20.3% | +55.0% | +38.0% |
| 1Y | +42.9% | -16.1% | +59.1% | +44.6% |
| 3Y | +43.8% | -14.7% | +58.5% | +41.8% |
| 5Y | +225.8% | -43.2% | +269.0% | +223.5% |
| All | +223.6% | -30.9% | +254.5% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling