-19.0%
PFE vs FANG
+232.6%
-251.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.6% | +2.9% | -5.5% | -2.7% |
| 30D | +5.4% | +2.6% | +2.7% | +5.2% |
| 3M | +7.8% | +7.6% | +0.2% | +7.2% |
| 6M | +5.0% | +17.3% | -12.3% | +3.5% |
| YTD | +17.1% | +38.7% | -21.6% | +13.9% |
| 1Y | +19.3% | +51.6% | -32.3% | +15.2% |
| 3Y | -0.9% | +50.0% | -50.9% | -5.1% |
| All | -19.0% | +232.6% | -251.6% | -18.1% |
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 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