+225.6%
FANG vs PNC
+51.4%
+174.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +2.9% | -0.6% | +3.4% | +3.1% |
| 30D | +2.6% | -4.4% | +7.0% | +4.6% |
| 3M | +7.6% | +5.2% | +2.3% | +4.6% |
| 6M | +17.3% | +20.6% | -3.3% | +6.0% |
| YTD | +38.7% | +19.8% | +18.9% | +24.9% |
| 1Y | +51.6% | +24.4% | +27.2% | +33.5% |
| 3Y | +50.0% | +131.2% | -81.3% | -6.3% |
| All | +225.6% | +51.4% | +174.2% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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