+107.3%
META vs PCAR
+66.6%
+40.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +4.8% | -6.2% | +11.0% | +7.1% |
| 3M | -1.6% | +5.9% | -7.5% | -3.9% |
| 6M | -7.5% | +0.4% | -7.9% | -8.2% |
| YTD | -6.4% | +14.8% | -21.2% | -11.5% |
| 1Y | -17.3% | +30.1% | -47.4% | -25.5% |
| All | +107.3% | +66.6% | +40.7% | +57.2% |
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