+1,422.9%
FANG vs PFG
+578.3%
+844.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | -0.4% | +3.2% | -3.6% | -3.0% |
| 30D | +2.4% | +0.9% | +1.5% | +1.2% |
| 3M | +4.9% | +7.7% | -2.8% | -1.8% |
| 6M | +12.0% | +29.0% | -16.9% | -9.4% |
| YTD | +37.1% | +32.5% | +4.6% | +7.8% |
| 1Y | +52.3% | +47.3% | +4.9% | +9.5% |
| 3Y | +45.0% | +68.2% | -23.3% | -8.0% |
| 5Y | +231.0% | +108.5% | +122.5% | +69.9% |
| 10Y | +177.5% | +241.4% | -63.9% | +1.6% |
| All | +1,422.9% | +578.3% | +844.7% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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