+13.7%
PYPL vs FANG
+11.6%
+2.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | -11.5% | +2.4% | -13.9% | -11.4% |
| 3M | +26.1% | +4.9% | +21.2% | +26.4% |
| 6M | +13.7% | +12.0% | +1.6% | +16.0% |
| All | +13.7% | +11.6% | +2.1% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling