+5.6%
META vs PBF
+90.5%
-84.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.9% |
| 7D | +5.2% | +6.5% | -1.3% | +5.9% |
| 30D | -13.0% | -20.0% | +7.0% | -15.2% |
| 3M | +7.9% | -3.3% | +11.3% | +8.4% |
| 6M | +4.2% | +76.8% | -72.6% | +12.6% |
| YTD | -2.5% | +168.9% | -171.5% | +6.2% |
| 1Y | +5.6% | +96.4% | -90.8% | +18.4% |
| All | +5.6% | +90.5% | -84.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling