+101.4%
META vs PBF
+71.7%
+29.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.1% | +1.5% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | -15.1% | -13.7% | -1.4% | -15.1% |
| 3M | +7.2% | +10.6% | -3.4% | +7.2% |
| 6M | +3.4% | +61.2% | -57.8% | +2.3% |
| YTD | -4.3% | +172.7% | -177.0% | -9.4% |
| 1Y | +0.8% | +111.0% | -110.2% | -2.6% |
| All | +101.4% | +71.7% | +29.8% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling