+108.3%
META vs PBR
+91.0%
+17.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +6.7% | +8.6% | -1.9% | +6.3% |
| 30D | +4.8% | +12.8% | -8.0% | +4.2% |
| 3M | -1.6% | +14.7% | -16.3% | -2.3% |
| 6M | -7.5% | +25.2% | -32.6% | -10.3% |
| YTD | -6.4% | +77.1% | -83.5% | -13.6% |
| 1Y | -17.3% | +69.6% | -86.9% | -23.3% |
| All | +108.3% | +91.0% | +17.4% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling