-17.3%
META vs PBR
+70.4%
-87.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +0.7% |
| 7D | +6.7% | +8.6% | -1.9% | +7.9% |
| 30D | +4.8% | +12.8% | -8.0% | +6.5% |
| 3M | -1.6% | +14.7% | -16.3% | +0.4% |
| 6M | -7.5% | +25.2% | -32.6% | -9.0% |
| YTD | -6.4% | +77.1% | -83.5% | -10.9% |
| 1Y | -17.3% | +69.6% | -86.9% | -22.5% |
| All | -17.3% | +70.4% | -87.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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