+462.9%
META vs PEP
+92.7%
+370.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.1% |
| 7D | +5.2% | +2.9% | +2.3% | +4.1% |
| 30D | -13.0% | +12.5% | -25.5% | -16.9% |
| 3M | +7.9% | +4.5% | +3.4% | +5.8% |
| 6M | +4.2% | -0.5% | +4.7% | +4.0% |
| YTD | -2.5% | +4.4% | -7.0% | -5.5% |
| 1Y | +5.6% | +4.4% | +1.2% | +2.2% |
| 3Y | +96.8% | -3.4% | +100.2% | +91.4% |
| 5Y | +90.0% | +5.2% | +84.9% | +74.9% |
| All | +462.9% | +92.7% | +370.2% | +296.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling