+12.2%
PCAR vs FANG
+32.3%
-20.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +9.0% | +3.6% |
| 7D | +3.7% | -11.3% | +15.0% | +2.7% |
| 30D | -2.9% | -0.7% | -2.3% | -3.0% |
| 3M | -21.7% | -4.2% | -17.6% | -21.6% |
| 6M | -6.6% | -13.5% | +6.8% | -7.1% |
| YTD | -2.2% | +23.7% | -26.0% | -4.3% |
| 1Y | +12.2% | +34.3% | -22.1% | +14.4% |
| All | +12.2% | +32.3% | -20.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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