+0.8%
META vs PCAR
+12.4%
-11.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.3% |
| 7D | +2.9% | +3.7% | -0.8% | +1.8% |
| 30D | -15.1% | -2.9% | -12.2% | -14.4% |
| 3M | +7.2% | -21.7% | +28.9% | +15.4% |
| 6M | +3.4% | -6.6% | +10.0% | +4.4% |
| YTD | -4.3% | -2.2% | -2.1% | -4.7% |
| 1Y | +0.8% | +12.2% | -11.5% | -3.5% |
| All | +0.8% | +12.4% | -11.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling