+1,563.7%
META vs PCG
-61.5%
+1,625.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +2.9% | +1.9% | +1.0% | +2.7% |
| 30D | -15.1% | +8.5% | -23.6% | -15.6% |
| 3M | +7.2% | -22.9% | +30.1% | +8.9% |
| 6M | +3.4% | -16.8% | +20.1% | +4.3% |
| YTD | -4.3% | -15.8% | +11.5% | -3.6% |
| 1Y | +0.8% | -16.0% | +16.8% | +1.5% |
| 3Y | +102.2% | -18.9% | +121.1% | +103.3% |
| 5Y | +89.4% | +17.4% | +72.0% | +85.5% |
| 10Y | +426.7% | -76.4% | +503.1% | +487.2% |
| All | +1,563.7% | -61.5% | +1,625.2% | +1,463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling