+181.9%
FANG vs PPG
+26.9%
+155.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +2.9% | -6.2% | +9.1% | +6.0% |
| 30D | +2.6% | -7.9% | +10.6% | +6.5% |
| 3M | +7.6% | -10.2% | +17.8% | +11.4% |
| 6M | +17.3% | +2.7% | +14.7% | +10.6% |
| YTD | +38.7% | +4.9% | +33.8% | +28.1% |
| 1Y | +51.6% | -3.2% | +54.8% | +45.8% |
| 3Y | +50.0% | -17.0% | +67.0% | +52.8% |
| 5Y | +237.6% | -23.3% | +260.9% | +246.3% |
| All | +181.9% | +26.9% | +155.0% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling