+1.9%
META vs PG
+18.6%
-16.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | +4.1% | -0.8% | +3.2% |
| 30D | -10.8% | +12.3% | -23.0% | -11.3% |
| 3M | +7.9% | +15.9% | -8.0% | +6.7% |
| 6M | +5.4% | +16.8% | -11.4% | +4.5% |
| YTD | -2.6% | +21.1% | -23.7% | -4.6% |
| 1Y | +1.9% | +19.3% | -17.4% | -0.6% |
| All | +1.9% | +18.6% | -16.7% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling