+48.6%
FANG vs PR
+78.2%
-29.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.4% | -0.8% | +0.5% | +0.3% |
| 30D | +2.4% | +11.3% | -8.9% | -6.1% |
| 3M | +4.9% | +24.1% | -19.2% | -11.7% |
| 6M | +12.0% | +25.4% | -13.3% | -6.1% |
| YTD | +37.1% | +71.2% | -34.1% | -8.6% |
| All | +48.6% | +78.2% | -29.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling