+67.9%
PPL vs FANG
+157.6%
-89.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -0.4% | +4.0% | -4.4% | -0.8% |
| 30D | +2.6% | -5.8% | +8.4% | +3.2% |
| 3M | +0.8% | -6.7% | +7.5% | +1.3% |
| 6M | +1.4% | -6.4% | +7.8% | +1.7% |
| YTD | +4.3% | +25.9% | -21.6% | +1.1% |
| 1Y | +0.8% | +31.1% | -30.4% | -2.9% |
| 3Y | +57.9% | +31.3% | +26.6% | +50.0% |
| 5Y | +48.3% | +108.3% | -60.0% | +31.2% |
| All | +67.9% | +157.6% | -89.7% | +25.4% |
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