+0.8%
META vs PH
+20.3%
-19.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.8% |
| 7D | +2.9% | -0.2% | +3.0% | +2.8% |
| 30D | -15.1% | -6.7% | -8.4% | -12.8% |
| 3M | +7.2% | -8.1% | +15.4% | +10.4% |
| 6M | +3.4% | +5.3% | -2.0% | -0.7% |
| YTD | -4.3% | +4.2% | -8.5% | -5.4% |
| 1Y | +0.8% | +19.3% | -18.6% | +2.2% |
| All | +0.8% | +20.3% | -19.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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