+1,511.3%
META vs PG
+290.0%
+1,221.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -15.4% | +12.6% | -28.0% | -19.2% |
| 3M | +3.5% | +13.3% | -9.8% | -1.5% |
| 6M | -0.3% | +13.4% | -13.7% | -5.3% |
| YTD | -7.3% | +18.8% | -26.1% | -13.8% |
| 1Y | -1.1% | +16.5% | -17.6% | -7.5% |
| 3Y | +95.1% | +18.6% | +76.4% | +76.4% |
| 5Y | +80.6% | +28.8% | +51.7% | +56.2% |
| 10Y | +410.1% | +155.0% | +255.1% | +238.8% |
| All | +1,511.3% | +290.0% | +1,221.3% | +832.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling