+95.1%
META vs PFGC
+77.4%
+17.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | -0.8% | +8.5% | -9.3% | -3.4% |
| 30D | -15.4% | +15.0% | -30.4% | -19.2% |
| 3M | +3.5% | -6.2% | +9.7% | +5.7% |
| 6M | -0.3% | +15.7% | -16.0% | -5.4% |
| YTD | -7.3% | +19.6% | -26.9% | -14.1% |
| 1Y | -1.1% | +13.2% | -14.3% | -6.4% |
| 3Y | +95.1% | +77.0% | +18.1% | +57.7% |
| All | +95.1% | +77.4% | +17.7% | +57.7% |
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