-14.3%
META vs PBR
+77.1%
-91.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.6% |
| 7D | +10.3% | +0.3% | +9.9% | +10.3% |
| 30D | +9.9% | +17.5% | -7.7% | +12.3% |
| 3M | +11.9% | +20.9% | -9.0% | +14.9% |
| 6M | +1.2% | +20.2% | -19.1% | +0.9% |
| YTD | -0.8% | +84.3% | -85.1% | -5.1% |
| 1Y | -14.3% | +77.1% | -91.5% | -19.4% |
| All | -14.3% | +77.1% | -91.5% | -19.4% |
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