+107.3%
META vs PCG
-11.7%
+119.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | +6.7% | -13.9% | +20.6% | +7.6% |
| 30D | +4.8% | -16.9% | +21.6% | +5.9% |
| 3M | -1.6% | -14.7% | +13.1% | -0.9% |
| 6M | -7.5% | -23.8% | +16.4% | -5.7% |
| YTD | -6.4% | -10.5% | +4.1% | -6.1% |
| 1Y | -17.3% | -5.1% | -12.2% | -17.8% |
| All | +107.3% | -11.7% | +119.0% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling