+1,527.5%
META vs PFG
+714.1%
+813.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +6.7% | +5.5% | +1.2% | +4.4% |
| 30D | +4.8% | +2.4% | +2.4% | +3.7% |
| 3M | -1.6% | +13.6% | -15.2% | -6.8% |
| 6M | -7.5% | +27.9% | -35.4% | -16.4% |
| YTD | -6.4% | +35.6% | -41.9% | -17.6% |
| 1Y | -17.3% | +48.5% | -65.8% | -30.1% |
| 3Y | +109.9% | +66.9% | +43.1% | +67.7% |
| 5Y | +65.4% | +111.0% | -45.6% | +20.6% |
| 10Y | +391.8% | +244.5% | +147.3% | +168.3% |
| All | +1,527.5% | +714.1% | +813.4% | +554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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