+592.1%
META vs PFGC
+419.1%
+173.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | -2.2% | +8.9% | +7.2% |
| 30D | +4.8% | -11.9% | +16.7% | +7.7% |
| 3M | -1.6% | +5.0% | -6.6% | -2.8% |
| 6M | -7.5% | +8.6% | -16.1% | -9.4% |
| YTD | -6.4% | +9.7% | -16.1% | -8.9% |
| 1Y | -17.3% | -6.3% | -11.1% | -16.8% |
| 3Y | +109.9% | +58.2% | +51.7% | +87.6% |
| 5Y | +65.4% | +110.4% | -45.1% | +38.7% |
| 10Y | +391.8% | +272.8% | +119.1% | +253.3% |
| All | +592.1% | +419.1% | +173.0% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling