-58.9%
PCG vs FANG
+1,370.4%
-1,429.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.3% | +2.7% |
| 7D | -13.9% | +0.8% | -14.6% | -14.0% |
| 30D | -16.9% | +7.6% | -24.5% | -18.0% |
| 3M | -14.7% | -1.3% | -13.4% | -14.9% |
| 6M | -23.8% | +14.7% | -38.5% | -26.1% |
| YTD | -10.5% | +34.8% | -45.3% | -15.5% |
| 1Y | -5.1% | +42.9% | -48.0% | -11.5% |
| 3Y | -11.6% | +43.8% | -55.4% | -19.1% |
| 5Y | +59.0% | +225.8% | -166.8% | +24.2% |
| 10Y | -75.7% | +171.9% | -247.6% | -84.1% |
| All | -58.9% | +1,370.4% | -1,429.3% | -76.0% |
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