+3.2%
PEP vs FANG
+233.3%
-230.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.4% |
| 30D | -0.2% | +2.4% | -2.6% | -0.3% |
| 3M | -4.3% | +5.1% | -9.4% | -4.5% |
| 6M | -13.2% | +16.4% | -29.6% | -13.9% |
| YTD | -1.9% | +39.0% | -40.8% | -3.4% |
| 1Y | -0.3% | +50.6% | -51.0% | -2.3% |
| 3Y | -13.6% | +46.9% | -60.5% | -16.1% |
| All | +3.2% | +233.3% | -230.1% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling