+436.0%
META vs PBR
+499.6%
-63.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.3% | -13.3% | +16.6% | +5.4% |
| 30D | -10.8% | -27.7% | +17.0% | -6.6% |
| 3M | +7.9% | +2.7% | +5.2% | +6.8% |
| 6M | +5.4% | -6.7% | +12.1% | +5.5% |
| YTD | -2.6% | +60.9% | -63.5% | -11.4% |
| 1Y | +1.9% | +46.6% | -44.7% | -6.0% |
| 3Y | +97.0% | +69.1% | +27.9% | +75.1% |
| 5Y | +97.6% | +469.6% | -372.0% | +34.4% |
| 10Y | +436.0% | +523.4% | -87.3% | +223.7% |
| All | +436.0% | +499.6% | -63.6% | +223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling