-4.5%
META vs PCG
-17.3%
+12.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -18.1% | +5.8% | -23.9% | -18.0% |
| 3M | +2.9% | -22.8% | +25.6% | +2.6% |
| 6M | +0.2% | -18.4% | +18.6% | -0.3% |
| YTD | -8.1% | -16.9% | +8.8% | -7.0% |
| 1Y | -4.5% | -17.6% | +13.1% | -2.1% |
| All | -4.5% | -17.3% | +12.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling