+656.0%
PCAR vs FANG
+1,373.6%
-717.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | 0.0% | -1.7% | +1.8% | +0.4% |
| 30D | -7.7% | +6.8% | -14.5% | -8.9% |
| 3M | +3.7% | +1.3% | +2.4% | +3.0% |
| 6M | +2.3% | +11.8% | -9.5% | -0.8% |
| YTD | +12.8% | +35.1% | -22.3% | +5.3% |
| 1Y | +27.8% | +48.9% | -21.2% | +16.8% |
| 3Y | +61.8% | +42.8% | +19.0% | +47.4% |
| 5Y | +168.2% | +230.3% | -62.1% | +104.8% |
| 10Y | +359.1% | +167.0% | +192.1% | +216.5% |
| All | +656.0% | +1,373.6% | -717.6% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling