+1,497.9%
META vs PEG
+290.0%
+1,207.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -18.1% | +1.9% | -20.0% | -18.7% |
| 3M | +2.9% | -2.3% | +5.2% | +3.3% |
| 6M | +0.2% | -6.7% | +6.9% | +1.8% |
| YTD | -8.1% | -6.6% | -1.5% | -7.0% |
| 1Y | -4.5% | -5.3% | +0.8% | -3.8% |
| 3Y | +94.2% | +26.8% | +67.3% | +76.0% |
| 5Y | +79.1% | +34.7% | +44.4% | +57.8% |
| 10Y | +405.9% | +151.8% | +254.1% | +267.5% |
| All | +1,497.9% | +290.0% | +1,207.9% | +905.0% |
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