+447.1%
META vs PBF
+259.1%
+188.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.0% |
| 7D | +3.1% | +4.3% | -1.2% | +2.7% |
| 30D | -18.2% | -21.8% | +3.6% | -16.7% |
| 3M | +7.8% | +1.7% | +6.1% | +7.2% |
| 6M | +3.6% | +69.8% | -66.2% | -2.1% |
| YTD | -5.3% | +167.7% | -173.0% | -15.3% |
| 1Y | +2.7% | +89.0% | -86.2% | -5.1% |
| 3Y | +91.5% | +78.8% | +12.7% | +72.5% |
| 5Y | +84.7% | +415.4% | -330.7% | +43.0% |
| All | +447.1% | +259.1% | +188.0% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling