+1,440.5%
FANG vs PPG
+133.8%
+1,306.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +2.9% | -6.2% | +9.1% | +6.3% |
| 30D | +2.6% | -7.9% | +10.6% | +6.8% |
| 3M | +7.6% | -10.2% | +17.8% | +11.8% |
| 6M | +17.3% | +2.7% | +14.7% | +10.2% |
| YTD | +38.7% | +4.9% | +33.8% | +27.6% |
| 1Y | +51.6% | -3.2% | +54.8% | +45.3% |
| 3Y | +50.0% | -17.0% | +67.0% | +52.8% |
| 5Y | +237.6% | -23.3% | +260.9% | +244.3% |
| 10Y | +180.7% | +26.4% | +154.3% | +90.9% |
| All | +1,440.5% | +133.8% | +1,306.8% | +703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling