+86.4%
META vs PBF
+467.1%
-380.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.1% | +1.7% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | -15.1% | -13.7% | -1.4% | -14.7% |
| 3M | +7.2% | +10.6% | -3.4% | +6.7% |
| 6M | +3.4% | +61.2% | -57.8% | +0.7% |
| YTD | -4.3% | +172.7% | -177.0% | -10.9% |
| 1Y | +0.8% | +111.0% | -110.2% | -4.5% |
| 3Y | +102.2% | +73.6% | +28.6% | +86.4% |
| All | +86.4% | +467.1% | -380.7% | +44.3% |
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