+79.1%
META vs PENG
+31.0%
+48.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.1% | +0.6% |
| 7D | -3.1% | -36.7% | +33.6% | +5.0% |
| 30D | -18.1% | -42.0% | +23.9% | -10.3% |
| 3M | +2.9% | -33.2% | +36.1% | +8.4% |
| 6M | +0.2% | +2.1% | -1.9% | -11.0% |
| YTD | -8.1% | +90.3% | -98.4% | -32.7% |
| 1Y | -4.5% | +67.7% | -72.2% | -27.9% |
| 3Y | +94.2% | +154.2% | -60.1% | +15.5% |
| 5Y | +79.1% | +28.3% | +50.8% | +21.4% |
| All | +79.1% | +31.0% | +48.1% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling