+375.1%
META vs PBR
+632.3%
-257.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -1.1% |
| 7D | +6.0% | +2.5% | +3.6% | +5.6% |
| 30D | +3.6% | +19.4% | -15.8% | +0.7% |
| 3M | +4.9% | +20.8% | -15.9% | +1.5% |
| 6M | -4.7% | +23.5% | -28.2% | -8.7% |
| YTD | -6.9% | +83.4% | -90.3% | -16.6% |
| 1Y | -18.2% | +77.6% | -95.7% | -26.5% |
| 3Y | +107.8% | +99.9% | +7.9% | +80.3% |
| 5Y | +63.9% | +567.7% | -503.8% | +8.5% |
| 10Y | +375.1% | +621.5% | -246.4% | +178.1% |
| All | +375.1% | +632.3% | -257.2% | +178.1% |
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