+198.2%
PEP vs FANG
+1,395.6%
-1,197.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +0.3% | +2.4% | -2.1% | +0.2% |
| 3M | -3.2% | +4.9% | -8.1% | -3.6% |
| 6M | -13.6% | +12.0% | -25.6% | -14.3% |
| YTD | -1.9% | +37.1% | -39.0% | -3.8% |
| 1Y | -0.6% | +52.3% | -52.9% | -3.2% |
| 3Y | -13.6% | +45.0% | -58.5% | -16.2% |
| 5Y | +3.2% | +231.0% | -227.7% | -5.5% |
| 10Y | +79.1% | +177.5% | -98.4% | +53.3% |
| All | +198.2% | +1,395.6% | -1,197.4% | +120.5% |
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