-17.3%
META vs PEP
-3.0%
-14.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +6.7% | -1.4% | +8.1% | +6.6% |
| 30D | +4.8% | +0.2% | +4.5% | +4.8% |
| 3M | -1.6% | -1.1% | -0.5% | -1.7% |
| 6M | -7.5% | -13.5% | +6.0% | -11.3% |
| YTD | -6.4% | -1.2% | -5.2% | -6.1% |
| 1Y | -17.3% | -1.6% | -15.8% | -18.1% |
| All | -17.3% | -3.0% | -14.4% | -18.1% |
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