+218.5%
PWR vs FANG
+45.3%
+173.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +4.2% | +2.9% | +1.3% | +3.5% |
| 30D | -4.0% | +2.6% | -6.7% | -4.6% |
| 3M | -4.8% | +7.6% | -12.3% | -6.4% |
| 6M | +14.6% | +17.3% | -2.7% | +9.4% |
| YTD | +54.2% | +38.7% | +15.6% | +40.3% |
| 1Y | +67.1% | +51.6% | +15.5% | +47.4% |
| 3Y | +218.5% | +50.0% | +168.5% | +170.8% |
| All | +218.5% | +45.3% | +173.2% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling