+231.0%
FANG vs PENG
+116.9%
+114.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | -0.4% | +7.3% | -7.7% | -1.1% |
| 30D | +2.4% | -7.5% | +9.9% | +3.0% |
| 3M | +4.9% | -17.2% | +22.1% | +5.0% |
| 6M | +12.0% | +176.7% | -164.7% | -3.9% |
| YTD | +37.1% | +161.0% | -124.0% | +18.0% |
| 1Y | +52.3% | +108.8% | -56.6% | +34.1% |
| 3Y | +45.0% | +109.8% | -64.8% | +20.3% |
| 5Y | +231.0% | +111.7% | +119.2% | +189.4% |
| All | +231.0% | +116.9% | +114.1% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling