+1,527.5%
META vs PEG
+289.7%
+1,237.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +4.8% | -2.4% | +7.2% | +5.5% |
| 3M | -1.6% | -4.8% | +3.2% | -0.4% |
| 6M | -7.5% | -10.7% | +3.2% | -4.6% |
| YTD | -6.4% | -6.7% | +0.3% | -5.0% |
| 1Y | -17.3% | -6.8% | -10.5% | -16.2% |
| 3Y | +109.9% | +34.5% | +75.4% | +86.7% |
| 5Y | +65.4% | +35.8% | +29.6% | +45.6% |
| 10Y | +391.8% | +141.7% | +250.1% | +261.4% |
| All | +1,527.5% | +289.7% | +1,237.8% | +926.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling