+231.0%
FANG vs PL
+72.5%
+158.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.7% |
| 7D | -0.4% | -13.9% | +13.5% | +0.4% |
| 30D | +2.4% | -25.5% | +27.9% | +4.1% |
| 3M | +4.9% | -44.8% | +49.6% | +8.1% |
| 6M | +12.0% | -33.3% | +45.3% | +12.6% |
| YTD | +37.1% | -12.7% | +49.8% | +34.7% |
| 1Y | +52.3% | +90.9% | -38.7% | +39.9% |
| 3Y | +45.0% | +528.5% | -483.5% | +13.1% |
| 5Y | +231.0% | +72.7% | +158.3% | +176.1% |
| All | +231.0% | +72.5% | +158.4% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling