-11.3%
PCG vs FANG
+52.7%
-64.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.5% | +2.9% | -6.4% | -3.5% |
| 30D | -20.6% | +2.6% | -23.2% | -20.6% |
| 3M | -17.6% | +7.6% | -25.1% | -17.8% |
| 6M | -23.5% | +17.3% | -40.8% | -25.4% |
| YTD | -13.6% | +38.7% | -52.3% | -19.1% |
| 1Y | -11.3% | +51.6% | -63.0% | -18.6% |
| All | -11.3% | +52.7% | -64.0% | -18.6% |
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