+28.5%
FANG vs PENG
+136.5%
-108.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +2.1% | +34.6% | -32.5% | +1.8% |
| 30D | -7.5% | -35.9% | +28.5% | -7.4% |
| 3M | -8.2% | -14.7% | +6.5% | -8.2% |
| 6M | -6.4% | +13.5% | -20.0% | -4.8% |
| YTD | +24.1% | +156.1% | -132.1% | +24.3% |
| 1Y | +28.5% | +141.3% | -112.8% | +29.7% |
| All | +28.5% | +136.5% | -108.1% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling