+1,497.9%
META vs PFG
+687.2%
+810.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | -2.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -18.1% | +2.8% | -21.0% | -19.1% |
| 3M | +2.9% | -1.0% | +3.9% | +2.9% |
| 6M | +0.2% | +13.6% | -13.4% | -5.4% |
| YTD | -8.1% | +31.1% | -39.2% | -18.2% |
| 1Y | -4.5% | +43.8% | -48.3% | -18.2% |
| 3Y | +94.2% | +75.0% | +19.1% | +52.2% |
| 5Y | +79.1% | +95.2% | -16.2% | +34.2% |
| 10Y | +405.9% | +207.5% | +198.4% | +189.1% |
| All | +1,497.9% | +687.2% | +810.7% | +549.1% |
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