+97.6%
META vs PCG
+10.8%
+86.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +3.3% | -0.5% | +3.7% | +3.4% |
| 30D | -10.8% | +0.8% | -11.5% | -10.9% |
| 3M | +7.9% | -22.0% | +29.9% | +13.4% |
| 6M | +5.4% | -17.1% | +22.5% | +8.3% |
| YTD | -2.6% | -16.9% | +14.3% | -0.4% |
| 1Y | +1.9% | -19.1% | +20.9% | +4.9% |
| 3Y | +97.0% | -19.4% | +116.4% | +95.4% |
| 5Y | +97.6% | +9.0% | +88.6% | +57.7% |
| All | +97.6% | +10.8% | +86.8% | +57.7% |
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