+1,440.5%
FANG vs PNC
+484.7%
+955.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | +2.9% | -0.6% | +3.4% | +3.3% |
| 30D | +2.6% | -4.4% | +7.0% | +5.8% |
| 3M | +7.6% | +5.2% | +2.3% | +2.8% |
| 6M | +17.3% | +20.6% | -3.3% | -0.2% |
| YTD | +38.7% | +19.8% | +18.9% | +17.4% |
| 1Y | +51.6% | +24.4% | +27.2% | +24.0% |
| 3Y | +50.0% | +131.2% | -81.3% | -28.1% |
| 5Y | +237.6% | +53.1% | +184.5% | +117.2% |
| 10Y | +180.7% | +276.8% | -96.1% | -6.7% |
| All | +1,440.5% | +484.7% | +955.8% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling