+36.3%
PPL vs FANG
+228.0%
-191.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -2.6% | +1.2% | -3.8% | -2.6% |
| 30D | -3.0% | +2.4% | -5.4% | -3.2% |
| 3M | -3.9% | +5.1% | -8.9% | -4.2% |
| 6M | -8.9% | +16.4% | -25.3% | -10.0% |
| YTD | -0.8% | +39.0% | -39.7% | -3.4% |
| 1Y | -2.1% | +50.6% | -52.8% | -5.4% |
| 3Y | +51.4% | +46.9% | +4.5% | +44.2% |
| 5Y | +36.3% | +238.2% | -202.0% | +20.1% |
| All | +36.3% | +228.0% | -191.8% | +20.1% |
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 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