+1,440.5%
FANG vs PNR
+143.0%
+1,297.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | -6.0% | +8.9% | +6.4% |
| 30D | +2.6% | -14.0% | +16.6% | +11.1% |
| 3M | +7.6% | -21.7% | +29.3% | +20.2% |
| 6M | +17.3% | -37.3% | +54.6% | +46.1% |
| YTD | +38.7% | -45.1% | +83.8% | +85.6% |
| 1Y | +51.6% | -49.1% | +100.8% | +111.9% |
| 3Y | +50.0% | -14.8% | +64.8% | +45.5% |
| 5Y | +237.6% | -21.0% | +258.6% | +230.4% |
| 10Y | +180.7% | +64.7% | +115.9% | +56.5% |
| All | +1,440.5% | +143.0% | +1,297.5% | +668.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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