+1,527.5%
META vs PEP
+212.0%
+1,315.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +6.7% | -1.4% | +8.1% | +7.3% |
| 30D | +4.8% | +0.2% | +4.5% | +4.6% |
| 3M | -1.6% | -1.1% | -0.5% | -1.3% |
| 6M | -7.5% | -13.5% | +6.0% | -2.2% |
| YTD | -6.4% | -1.2% | -5.2% | -7.1% |
| 1Y | -17.3% | -1.6% | -15.8% | -18.2% |
| 3Y | +109.9% | -12.5% | +122.4% | +114.1% |
| 5Y | +65.4% | +3.0% | +62.3% | +52.8% |
| 10Y | +391.8% | +73.9% | +317.9% | +242.5% |
| All | +1,527.5% | +212.0% | +1,315.5% | +860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling