+436.0%
META vs PCAR
+292.6%
+143.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +3.3% | +3.8% | -0.5% | +1.6% |
| 30D | -10.8% | -2.0% | -8.8% | -10.0% |
| 3M | +7.9% | -19.1% | +27.0% | +17.9% |
| 6M | +5.4% | -6.8% | +12.2% | +7.8% |
| YTD | -2.6% | -2.5% | -0.1% | -2.8% |
| 1Y | +1.9% | +9.7% | -7.8% | -3.7% |
| 3Y | +97.0% | +34.0% | +63.0% | +64.4% |
| 5Y | +97.6% | +113.3% | -15.7% | +30.7% |
| 10Y | +436.0% | +278.2% | +157.8% | +170.6% |
| All | +436.0% | +292.6% | +143.5% | +170.6% |
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