+110.5%
PFE vs FANG
+1,373.6%
-1,263.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.7% | -1.7% | -0.9% | -2.5% |
| 30D | +3.8% | +6.8% | -2.9% | +3.2% |
| 3M | +10.4% | +1.3% | +9.1% | +10.1% |
| 6M | +6.3% | +11.8% | -5.5% | +4.9% |
| YTD | +17.4% | +35.1% | -17.7% | +13.8% |
| 1Y | +21.1% | +48.9% | -27.8% | +16.3% |
| 3Y | -1.6% | +42.8% | -44.4% | -6.0% |
| 5Y | -22.2% | +230.3% | -252.4% | -32.0% |
| 10Y | +32.9% | +167.0% | -134.1% | +9.7% |
| All | +110.5% | +1,373.6% | -1,263.1% | +40.7% |
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