+362.6%
PSX vs FANG
+232.6%
+130.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.7% | +2.9% | -1.2% | 0.0% |
| 30D | +15.6% | +2.6% | +13.0% | +13.8% |
| 3M | +46.5% | +7.6% | +38.9% | +39.6% |
| 6M | +55.0% | +17.3% | +37.7% | +39.6% |
| YTD | +105.3% | +38.7% | +66.6% | +66.2% |
| 1Y | +101.6% | +51.6% | +49.9% | +54.2% |
| 3Y | +134.1% | +50.0% | +84.2% | +74.5% |
| All | +362.6% | +232.6% | +130.0% | +112.8% |
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