+42.8%
FANG vs PR
+87.2%
-44.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.3% |
| 30D | +6.8% | +17.4% | -10.6% | -5.7% |
| 3M | +1.3% | +21.8% | -20.5% | -13.0% |
| 6M | +11.8% | +27.6% | -15.8% | -7.4% |
| YTD | +35.1% | +71.4% | -36.4% | -10.5% |
| 1Y | +48.9% | +78.3% | -29.4% | -4.5% |
| 3Y | +42.8% | +85.5% | -42.7% | -13.2% |
| All | +42.8% | +87.2% | -44.4% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling