+102.0%
META vs PFGC
+84.2%
+17.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +4.0% |
| 7D | +5.7% | +10.8% | -5.1% | +2.4% |
| 30D | -10.8% | +17.8% | -28.6% | -15.3% |
| 3M | +8.4% | -2.7% | +11.1% | +9.6% |
| 6M | +5.4% | +20.0% | -14.6% | -1.1% |
| YTD | -2.6% | +24.3% | -26.9% | -10.8% |
| 1Y | +3.5% | +13.2% | -9.7% | -1.4% |
| 3Y | +102.0% | +85.9% | +16.1% | +60.6% |
| All | +102.0% | +84.2% | +17.8% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling