+135.3%
PM vs FANG
+232.6%
-97.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +4.7% | +2.9% | +1.8% | +4.5% |
| 30D | +2.6% | +2.6% | 0.0% | +2.4% |
| 3M | +6.6% | +7.6% | -1.0% | +6.0% |
| 6M | +16.5% | +17.3% | -0.8% | +15.1% |
| YTD | +21.2% | +38.7% | -17.5% | +18.4% |
| 1Y | +17.9% | +51.6% | -33.7% | +14.5% |
| 3Y | +129.8% | +50.0% | +79.9% | +118.7% |
| All | +135.3% | +232.6% | -97.3% | +93.0% |
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