-17.3%
META vs PEP
-4.0%
-13.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +0.9% |
| 7D | +6.7% | -2.4% | +9.1% | +6.6% |
| 30D | +4.8% | -0.8% | +5.6% | +4.7% |
| 3M | -1.6% | -2.2% | +0.5% | -1.7% |
| 6M | -7.5% | -14.4% | +6.9% | -11.4% |
| YTD | -6.4% | -2.2% | -4.2% | -6.2% |
| 1Y | -17.3% | -2.6% | -14.8% | -18.2% |
| All | -17.3% | -4.0% | -13.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling