+579.5%
META vs PFGC
+477.3%
+102.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.1% | +12.5% | -15.6% | -5.8% |
| 30D | -18.1% | +17.0% | -35.1% | -21.1% |
| 3M | +2.9% | -2.1% | +4.9% | +2.9% |
| 6M | +0.2% | +25.9% | -25.7% | -5.3% |
| YTD | -8.1% | +22.0% | -30.1% | -12.9% |
| 1Y | -4.5% | +14.8% | -19.4% | -8.4% |
| 3Y | +94.2% | +80.8% | +13.3% | +68.1% |
| 5Y | +79.1% | +126.0% | -46.9% | +47.2% |
| 10Y | +405.9% | +363.8% | +42.1% | +247.7% |
| All | +579.5% | +477.3% | +102.2% | +351.0% |
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