-76.3%
PCG vs FANG
+182.5%
-258.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.5% | +2.9% | -6.4% | -4.0% |
| 30D | -20.6% | +2.6% | -23.2% | -21.1% |
| 3M | -17.6% | +7.6% | -25.1% | -19.0% |
| 6M | -23.5% | +17.3% | -40.8% | -26.5% |
| YTD | -13.6% | +38.7% | -52.3% | -19.9% |
| 1Y | -11.3% | +51.6% | -63.0% | -19.4% |
| 3Y | -16.9% | +50.0% | -66.9% | -26.1% |
| 5Y | +50.8% | +237.6% | -186.7% | +10.0% |
| All | -76.3% | +182.5% | -258.8% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling