+1,527.5%
META vs PCAR
+716.9%
+810.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | -1.6% | +5.9% | -7.5% | -4.3% |
| 6M | -7.5% | +0.4% | -7.9% | -8.1% |
| YTD | -6.4% | +14.8% | -21.2% | -12.3% |
| 1Y | -17.3% | +30.1% | -47.4% | -26.7% |
| 3Y | +109.9% | +66.7% | +43.3% | +63.5% |
| 5Y | +65.4% | +166.1% | -100.8% | +4.8% |
| 10Y | +391.8% | +353.7% | +38.1% | +144.9% |
| All | +1,527.5% | +716.9% | +810.6% | +681.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling