+107.3%
META vs PCOR
-14.4%
+121.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.8% |
| 7D | +6.7% | -9.0% | +15.7% | +8.5% |
| 30D | +4.8% | +4.2% | +0.6% | +3.7% |
| 3M | -1.6% | +14.4% | -16.0% | -4.8% |
| 6M | -7.5% | +0.2% | -7.6% | -8.8% |
| YTD | -6.4% | -20.3% | +13.9% | -2.4% |
| 1Y | -17.3% | -16.1% | -1.2% | -15.7% |
| All | +107.3% | -14.4% | +121.7% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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