+93.1%
META vs PBF
+407.7%
-314.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +5.0% |
| 7D | +5.7% | -7.4% | +13.1% | +6.0% |
| 30D | -10.8% | -17.5% | +6.7% | -10.2% |
| 3M | +8.4% | +13.1% | -4.7% | +7.7% |
| 6M | +5.4% | +72.6% | -67.2% | +2.2% |
| YTD | -2.6% | +161.2% | -163.8% | -9.2% |
| 1Y | +3.5% | +93.3% | -89.8% | -1.4% |
| 3Y | +102.0% | +80.7% | +21.3% | +85.3% |
| 5Y | +93.1% | +396.1% | -303.0% | +50.3% |
| All | +93.1% | +407.7% | -314.7% | +50.3% |
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