+840.5%
PSX vs FANG
+1,416.0%
-575.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.4% |
| 7D | +1.5% | +1.2% | +0.3% | +1.0% |
| 30D | +15.8% | +2.4% | +13.4% | +14.6% |
| 3M | +43.0% | +5.1% | +37.9% | +39.8% |
| 6M | +61.1% | +16.4% | +44.7% | +50.4% |
| YTD | +104.5% | +39.0% | +65.6% | +76.8% |
| 1Y | +102.5% | +50.6% | +51.9% | +69.0% |
| 3Y | +133.5% | +46.9% | +86.6% | +94.8% |
| 5Y | +367.0% | +238.2% | +128.7% | +180.1% |
| 10Y | +382.3% | +181.3% | +201.1% | +146.8% |
| All | +840.5% | +1,416.0% | -575.4% | +234.9% |
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