+2,496.7%
PWR vs FANG
+1,416.0%
+1,080.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -7.7% | +2.4% | -10.1% | -8.3% |
| 3M | -4.9% | +5.1% | -10.0% | -6.5% |
| 6M | +9.7% | +16.4% | -6.7% | +4.6% |
| YTD | +46.7% | +39.0% | +7.7% | +33.1% |
| 1Y | +58.7% | +50.6% | +8.1% | +40.5% |
| 3Y | +200.7% | +46.9% | +153.8% | +162.9% |
| 5Y | +438.6% | +238.2% | +200.3% | +271.0% |
| 10Y | +2,392.1% | +181.3% | +2,210.9% | +1,410.4% |
| All | +2,496.7% | +1,416.0% | +1,080.8% | +984.9% |
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