+79.1%
META vs PCOR
-22.6%
+101.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.1% | +23.7% | -26.8% | -10.0% |
| 30D | -18.1% | +39.0% | -57.1% | -26.9% |
| 3M | +2.9% | +35.8% | -32.9% | -8.3% |
| 6M | +0.2% | +38.2% | -38.0% | -12.7% |
| YTD | -8.1% | +3.9% | -12.0% | -12.9% |
| 1Y | -4.5% | +5.7% | -10.2% | -10.6% |
| 3Y | +94.2% | +44.8% | +49.4% | +47.7% |
| 5Y | +79.1% | -19.8% | +98.9% | +54.0% |
| All | +79.1% | -22.6% | +101.7% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling