+404.3%
META vs PCAR
+296.2%
+108.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -15.4% | -4.6% | -10.8% | -13.8% |
| 3M | +3.5% | -22.6% | +26.1% | +15.1% |
| 6M | -0.3% | -12.0% | +11.7% | +4.4% |
| YTD | -7.3% | -6.1% | -1.2% | -6.0% |
| 1Y | -1.1% | +6.3% | -7.4% | -5.2% |
| 3Y | +95.1% | +31.8% | +63.3% | +64.2% |
| 5Y | +80.6% | +104.2% | -23.6% | +22.3% |
| All | +404.3% | +296.2% | +108.0% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling