+418.8%
META vs PG
+115.0%
+303.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +7.3% |
| 7D | +10.3% | -3.4% | +13.6% | +11.6% |
| 30D | +9.9% | -2.6% | +12.5% | +10.9% |
| 3M | +11.9% | -3.3% | +15.3% | +13.2% |
| 6M | +1.2% | -6.7% | +7.9% | +3.5% |
| YTD | -0.8% | +1.7% | -2.5% | -2.0% |
| 1Y | -14.3% | -7.9% | -6.4% | -12.4% |
| 3Y | +121.4% | +0.9% | +120.4% | +112.4% |
| 5Y | +74.5% | +12.6% | +61.8% | +57.6% |
| 10Y | +418.8% | +117.2% | +301.6% | +279.2% |
| All | +418.8% | +115.0% | +303.8% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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