+1,527.5%
META vs PBR
+285.1%
+1,242.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +6.7% | +8.6% | -1.9% | +5.6% |
| 30D | +4.8% | +12.8% | -8.0% | +3.2% |
| 3M | -1.6% | +14.7% | -16.3% | -3.5% |
| 6M | -7.5% | +25.2% | -32.6% | -10.6% |
| YTD | -6.4% | +77.1% | -83.5% | -13.5% |
| 1Y | -17.3% | +69.6% | -86.9% | -23.3% |
| 3Y | +109.9% | +95.6% | +14.4% | +89.4% |
| 5Y | +65.4% | +501.8% | -436.4% | +25.1% |
| 10Y | +391.8% | +640.6% | -248.8% | +239.9% |
| All | +1,527.5% | +285.1% | +1,242.4% | +997.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling