+249.6%
PH vs FANG
+232.6%
+17.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -1.3% | +2.9% | -4.2% | -2.0% |
| 30D | -11.0% | +2.6% | -13.6% | -11.7% |
| 3M | +5.5% | +7.6% | -2.1% | +2.9% |
| 6M | +1.5% | +17.3% | -15.9% | -4.8% |
| YTD | +8.8% | +38.7% | -29.9% | -3.8% |
| 1Y | +24.5% | +51.6% | -27.2% | +6.5% |
| 3Y | +141.2% | +50.0% | +91.2% | +103.5% |
| All | +249.6% | +232.6% | +17.0% | +127.0% |
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