+93.4%
META vs PCAR
+34.2%
+59.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | -18.1% | -4.4% | -13.7% | -16.9% |
| 3M | +2.9% | -21.4% | +24.3% | +11.3% |
| 6M | +0.2% | -7.3% | +7.5% | +2.0% |
| YTD | -8.1% | -3.8% | -4.3% | -7.9% |
| 1Y | -4.5% | +6.3% | -10.8% | -7.6% |
| All | +93.4% | +34.2% | +59.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling