+42.8%
FANG vs PENG
+111.6%
-68.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -1.7% | +7.8% | -9.5% | -2.2% |
| 30D | +6.8% | -12.2% | +19.0% | +7.4% |
| 3M | +1.3% | -20.6% | +21.9% | +1.7% |
| 6M | +11.8% | +180.9% | -169.1% | +1.3% |
| YTD | +35.1% | +162.3% | -127.2% | +22.8% |
| 1Y | +48.9% | +107.3% | -58.3% | +37.7% |
| 3Y | +42.8% | +110.8% | -67.9% | +27.5% |
| All | +42.8% | +111.6% | -68.8% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling