-21.9%
PINS vs FANG
+145.8%
-167.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -6.6% | +2.9% | -9.5% | -7.2% |
| 30D | -16.8% | +2.6% | -19.4% | -17.4% |
| 3M | -11.4% | +7.6% | -19.0% | -13.3% |
| 6M | -1.7% | +17.3% | -19.0% | -6.2% |
| YTD | -26.4% | +38.7% | -65.1% | -32.8% |
| 1Y | -45.5% | +51.6% | -97.2% | -51.3% |
| 3Y | -31.7% | +50.0% | -81.7% | -40.0% |
| 5Y | -64.9% | +237.6% | -302.4% | -74.9% |
| All | -21.9% | +145.8% | -167.7% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling