+1,403.3%
PH vs FANG
+1,395.6%
+7.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -10.3% | +2.4% | -12.7% | -11.0% |
| 3M | +5.1% | +4.9% | +0.2% | +3.0% |
| 6M | +2.3% | +12.0% | -9.7% | -2.6% |
| YTD | +8.7% | +37.1% | -28.4% | -2.8% |
| 1Y | +26.8% | +52.3% | -25.5% | +9.6% |
| 3Y | +139.2% | +45.0% | +94.2% | +106.3% |
| 5Y | +251.1% | +231.0% | +20.1% | +130.7% |
| 10Y | +812.6% | +177.5% | +635.1% | +405.5% |
| All | +1,403.3% | +1,395.6% | +7.7% | +444.5% |
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