+46.9%
PM vs FANG
+32.3%
+14.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.9% |
| 7D | +4.3% | -11.3% | +15.6% | +5.1% |
| 30D | +11.5% | -0.7% | +12.1% | +11.4% |
| 3M | +13.0% | -4.2% | +17.2% | +13.2% |
| 6M | +25.9% | -13.5% | +39.4% | +26.8% |
| YTD | +34.0% | +23.7% | +10.3% | +28.1% |
| 1Y | +46.9% | +34.3% | +12.6% | +37.2% |
| All | +46.9% | +32.3% | +14.6% | +37.2% |
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 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