+436.0%
META vs PEG
+159.1%
+276.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.3% | +2.6% | +0.7% | +2.5% |
| 30D | -10.8% | +3.3% | -14.1% | -11.8% |
| 3M | +7.9% | +1.1% | +6.8% | +7.3% |
| 6M | +5.4% | -1.4% | +6.8% | +5.3% |
| YTD | -2.6% | -4.6% | +2.0% | -1.9% |
| 1Y | +1.9% | -7.2% | +9.1% | +3.5% |
| 3Y | +97.0% | +33.7% | +63.2% | +73.2% |
| 5Y | +97.6% | +40.8% | +56.8% | +68.7% |
| 10Y | +436.0% | +162.8% | +273.2% | +274.3% |
| All | +436.0% | +159.1% | +276.9% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling