+310.6%
META vs PENG
+597.2%
-286.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.5% | -1.4% |
| 7D | -0.8% | -19.4% | +18.7% | +2.3% |
| 30D | -15.4% | -42.4% | +27.0% | -7.8% |
| 3M | +3.5% | -25.6% | +29.2% | +6.5% |
| 6M | -0.3% | +7.3% | -7.6% | -9.3% |
| YTD | -7.3% | +113.9% | -121.2% | -28.5% |
| 1Y | -1.1% | +93.6% | -94.7% | -22.3% |
| 3Y | +95.1% | +170.2% | -75.2% | +34.7% |
| 5Y | +80.6% | +44.2% | +36.4% | +33.5% |
| All | +310.6% | +597.2% | -286.6% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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