+102.0%
META vs PBR
+69.9%
+32.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +5.7% | -13.3% | +19.0% | +6.3% |
| 30D | -10.8% | -27.5% | +16.7% | -9.6% |
| 3M | +8.4% | +5.2% | +3.2% | +8.1% |
| 6M | +5.4% | -6.4% | +11.8% | +5.9% |
| YTD | -2.6% | +61.6% | -64.1% | -10.0% |
| 1Y | +3.5% | +48.9% | -45.4% | -3.2% |
| 3Y | +102.0% | +70.0% | +32.0% | +74.1% |
| All | +102.0% | +69.9% | +32.1% | +74.1% |
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 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