+63.9%
META vs PBR
+527.8%
-463.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.7% |
| 7D | +6.0% | +2.5% | +3.6% | +5.9% |
| 30D | +3.6% | +19.4% | -15.8% | +2.8% |
| 3M | +4.9% | +20.8% | -15.9% | +3.9% |
| 6M | -4.7% | +23.5% | -28.2% | -6.2% |
| YTD | -6.9% | +83.4% | -90.3% | -11.1% |
| 1Y | -18.2% | +77.6% | -95.7% | -21.8% |
| 3Y | +107.8% | +99.9% | +7.9% | +95.8% |
| 5Y | +63.9% | +567.7% | -503.8% | +32.5% |
| All | +63.9% | +527.8% | -463.9% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling