+93.4%
META vs PENG
+153.0%
-59.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.1% | -1.0% |
| 7D | -3.1% | -36.7% | +33.6% | +2.1% |
| 30D | -18.1% | -42.0% | +23.9% | -13.1% |
| 3M | +2.9% | -33.2% | +36.1% | +6.7% |
| 6M | +0.2% | +2.1% | -1.9% | -8.2% |
| YTD | -8.1% | +90.3% | -98.4% | -27.5% |
| 1Y | -4.5% | +67.7% | -72.2% | -22.9% |
| All | +93.4% | +153.0% | -59.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling