-1.7%
PEP vs FANG
+52.7%
-54.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.0% | +2.9% | -3.8% | -0.9% |
| 30D | -0.7% | +2.6% | -3.3% | -0.6% |
| 3M | -4.1% | +7.6% | -11.7% | -4.1% |
| 6M | -13.1% | +17.3% | -30.4% | -13.9% |
| YTD | -2.1% | +38.7% | -40.8% | -4.8% |
| 1Y | -1.7% | +51.6% | -53.3% | -2.3% |
| All | -1.7% | +52.7% | -54.3% | -2.3% |
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