+1,563.7%
META vs PEP
+222.9%
+1,340.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.3% | 0.0% |
| 7D | +2.9% | +7.4% | -4.5% | -0.1% |
| 30D | -15.1% | +13.3% | -28.4% | -19.5% |
| 3M | +7.2% | +3.5% | +3.8% | +5.3% |
| 6M | +3.4% | -5.9% | +9.3% | +5.4% |
| YTD | -4.3% | +2.3% | -6.6% | -6.7% |
| 1Y | +0.8% | +3.7% | -2.9% | -2.5% |
| 3Y | +102.2% | -4.8% | +107.0% | +97.2% |
| 5Y | +89.4% | +1.9% | +87.4% | +76.7% |
| 10Y | +426.7% | +83.5% | +343.3% | +257.0% |
| All | +1,563.7% | +222.9% | +1,340.8% | +865.0% |
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