+0.8%
META vs PBR
+74.7%
-74.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.4% | +0.7% |
| 7D | +2.9% | -11.0% | +13.8% | +1.7% |
| 30D | -15.1% | -18.8% | +3.7% | -16.5% |
| 3M | +7.2% | +7.8% | -0.6% | +10.7% |
| 6M | +3.4% | -7.6% | +11.0% | +5.7% |
| YTD | -4.3% | +72.7% | -77.0% | -3.4% |
| 1Y | +0.8% | +72.9% | -72.2% | +0.6% |
| All | +0.8% | +74.7% | -74.0% | +0.6% |
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