-13.6%
PEP vs FANG
+11.6%
-25.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +0.3% | +2.4% | -2.1% | +0.6% |
| 3M | -3.2% | +4.9% | -8.1% | -2.9% |
| 6M | -13.6% | +12.0% | -25.6% | -12.1% |
| All | -13.6% | +11.6% | -25.1% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling