+1,593.7%
META vs PBR
+251.2%
+1,342.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +5.7% | -13.3% | +19.0% | +7.4% |
| 30D | -10.8% | -27.5% | +16.7% | -7.5% |
| 3M | +8.4% | +5.2% | +3.2% | +7.3% |
| 6M | +5.4% | -6.4% | +11.8% | +5.5% |
| YTD | -2.6% | +61.6% | -64.1% | -9.3% |
| 1Y | +3.5% | +48.9% | -45.4% | -2.7% |
| 3Y | +102.0% | +70.0% | +32.0% | +84.9% |
| 5Y | +93.1% | +469.0% | -375.9% | +46.8% |
| 10Y | +425.7% | +471.6% | -45.9% | +270.6% |
| All | +1,593.7% | +251.2% | +1,342.5% | +1,050.2% |
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