+79.1%
META vs PCG
+14.4%
+64.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -18.1% | +5.8% | -23.9% | -19.2% |
| 3M | +2.9% | -22.8% | +25.6% | +8.2% |
| 6M | +0.2% | -18.4% | +18.6% | +3.4% |
| YTD | -8.1% | -16.9% | +8.8% | -6.1% |
| 1Y | -4.5% | -17.6% | +13.1% | -2.2% |
| 3Y | +94.2% | -20.0% | +114.1% | +93.4% |
| 5Y | +79.1% | +16.0% | +63.1% | +39.2% |
| All | +79.1% | +14.4% | +64.7% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling