+1,511.3%
META vs PFG
+673.8%
+837.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -0.8% | -0.6% | -0.1% | -0.6% |
| 30D | -15.4% | +2.0% | -17.4% | -16.2% |
| 3M | +3.5% | -3.2% | +6.7% | +4.5% |
| 6M | -0.3% | +10.9% | -11.2% | -4.9% |
| YTD | -7.3% | +28.8% | -36.2% | -17.0% |
| 1Y | -1.1% | +39.2% | -40.3% | -14.2% |
| 3Y | +95.1% | +75.0% | +20.0% | +52.9% |
| 5Y | +80.6% | +91.9% | -11.4% | +36.3% |
| 10Y | +410.1% | +202.3% | +207.8% | +193.5% |
| All | +1,511.3% | +673.8% | +837.4% | +558.9% |
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