+146.4%
FANG vs PENG
+689.3%
-543.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.4% |
| 7D | +4.0% | +13.2% | -9.2% | +1.7% |
| 30D | -5.8% | -29.9% | +24.2% | -1.6% |
| 3M | -6.7% | -22.2% | +15.5% | -5.4% |
| 6M | -6.4% | -1.9% | -4.5% | -12.4% |
| YTD | +25.9% | +142.1% | -116.2% | -3.1% |
| 1Y | +31.1% | +151.5% | -120.4% | -0.1% |
| 3Y | +31.3% | +206.9% | -175.6% | -10.5% |
| 5Y | +108.3% | +58.2% | +50.1% | +51.2% |
| All | +146.4% | +689.3% | -543.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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