+42.8%
FANG vs PL
+518.4%
-475.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -1.7% | -7.5% | +5.8% | -1.4% |
| 30D | +6.8% | -25.6% | +32.3% | +8.0% |
| 3M | +1.3% | -45.6% | +46.9% | +3.7% |
| 6M | +11.8% | -29.5% | +41.4% | +11.8% |
| YTD | +35.1% | -9.7% | +44.8% | +32.8% |
| 1Y | +48.9% | +84.4% | -35.4% | +39.0% |
| 3Y | +42.8% | +550.0% | -507.2% | +11.0% |
| All | +42.8% | +518.4% | -475.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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