+95.3%
META vs PCOR
-30.9%
+126.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +2.3% |
| 7D | +6.7% | -9.0% | +15.7% | +9.8% |
| 30D | +4.8% | +4.2% | +0.6% | +3.0% |
| 3M | -1.6% | +14.4% | -16.0% | -6.9% |
| 6M | -7.5% | +0.2% | -7.6% | -10.3% |
| YTD | -6.4% | -20.3% | +13.9% | -2.5% |
| 1Y | -17.3% | -16.1% | -1.2% | -16.4% |
| 3Y | +109.9% | -14.7% | +124.6% | +98.6% |
| 5Y | +65.4% | -43.2% | +108.5% | +51.0% |
| All | +95.3% | -30.9% | +126.2% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling