+436.0%
META vs PG
+158.7%
+277.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +3.3% | +4.1% | -0.8% | +1.9% |
| 30D | -10.8% | +12.3% | -23.0% | -14.5% |
| 3M | +7.9% | +15.9% | -8.0% | +2.0% |
| 6M | +5.4% | +16.8% | -11.4% | -0.8% |
| YTD | -2.6% | +21.1% | -23.7% | -9.9% |
| 1Y | +1.9% | +19.3% | -17.4% | -5.4% |
| 3Y | +97.0% | +20.6% | +76.4% | +76.8% |
| 5Y | +97.6% | +30.7% | +67.0% | +69.2% |
| 10Y | +436.0% | +166.7% | +269.4% | +258.1% |
| All | +436.0% | +158.7% | +277.3% | +258.1% |
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