+17.9%
PG vs FANG
+32.1%
-14.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.4% |
| 7D | +4.1% | -13.0% | +17.1% | +2.4% |
| 30D | +13.3% | -2.9% | +16.3% | +12.9% |
| 3M | +14.6% | -3.0% | +17.6% | +14.4% |
| 6M | +17.0% | -11.9% | +28.9% | +15.6% |
| YTD | +20.0% | +21.5% | -1.5% | +14.3% |
| 1Y | +17.9% | +34.0% | -16.0% | +10.9% |
| All | +17.9% | +32.1% | -14.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling