-1.1%
META vs PCG
-20.1%
+19.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.8% |
| 30D | -15.4% | +1.4% | -16.8% | -15.3% |
| 3M | +3.5% | -23.4% | +26.9% | +3.3% |
| 6M | -0.3% | -19.4% | +19.1% | -0.8% |
| YTD | -7.3% | -18.5% | +11.2% | -6.2% |
| 1Y | -1.1% | -19.5% | +18.5% | +1.6% |
| All | -1.1% | -20.1% | +19.0% | +1.6% |
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