+404.3%
META vs PFGC
+347.9%
+56.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -0.8% | +8.5% | -9.3% | -2.8% |
| 30D | -15.4% | +15.0% | -30.4% | -18.2% |
| 3M | +3.5% | -6.2% | +9.7% | +4.5% |
| 6M | -0.3% | +15.7% | -16.0% | -4.0% |
| YTD | -7.3% | +19.6% | -26.9% | -11.9% |
| 1Y | -1.1% | +13.2% | -14.3% | -4.9% |
| 3Y | +95.1% | +77.0% | +18.1% | +69.3% |
| 5Y | +80.6% | +121.5% | -40.9% | +48.7% |
| All | +404.3% | +347.9% | +56.4% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling