+81.9%
META vs PBF
+407.6%
-325.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | -0.8% | -13.8% | +13.0% | -0.3% |
| 30D | -15.4% | -19.6% | +4.2% | -14.8% |
| 3M | +3.5% | +10.3% | -6.7% | +3.0% |
| 6M | -0.3% | +63.4% | -63.7% | -3.1% |
| YTD | -7.3% | +152.6% | -160.0% | -13.5% |
| 1Y | -1.1% | +87.4% | -88.4% | -5.7% |
| 3Y | +95.1% | +63.3% | +31.8% | +80.0% |
| All | +81.9% | +407.6% | -325.7% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling