+95.1%
META vs PEG
+25.9%
+69.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | -2.3% | +1.5% | -0.6% |
| 30D | -15.4% | +1.2% | -16.6% | -15.5% |
| 3M | +3.5% | -2.4% | +5.9% | +3.8% |
| 6M | -0.3% | -6.9% | +6.6% | +0.6% |
| YTD | -7.3% | -7.2% | -0.1% | -6.6% |
| 1Y | -1.1% | -8.9% | +7.8% | 0.0% |
| 3Y | +95.1% | +27.1% | +67.9% | +105.7% |
| All | +95.1% | +25.9% | +69.1% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling