+288.4%
PM vs FANG
+1,395.6%
-1,107.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -0.2% | +2.4% | -2.6% | -0.4% |
| 3M | +4.9% | +4.9% | 0.0% | +4.3% |
| 6M | +9.0% | +12.0% | -3.0% | +7.5% |
| YTD | +17.8% | +37.1% | -19.3% | +13.8% |
| 1Y | +16.8% | +52.3% | -35.4% | +11.6% |
| 3Y | +125.4% | +45.0% | +80.5% | +113.2% |
| 5Y | +128.7% | +231.0% | -102.3% | +94.7% |
| 10Y | +211.8% | +177.5% | +34.4% | +137.2% |
| All | +288.4% | +1,395.6% | -1,107.2% | +148.1% |
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