+404.3%
META vs PH
+759.6%
-355.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | -0.4% |
| 7D | -0.8% | +2.0% | -2.8% | -1.8% |
| 30D | -15.4% | -3.7% | -11.7% | -14.1% |
| 3M | +3.5% | -14.0% | +17.6% | +10.5% |
| 6M | -0.3% | +2.1% | -2.4% | -2.0% |
| YTD | -7.3% | +5.1% | -12.4% | -10.2% |
| 1Y | -1.1% | +10.9% | -12.0% | -6.5% |
| 3Y | +95.1% | +132.9% | -37.9% | +31.0% |
| 5Y | +80.6% | +200.1% | -119.5% | +7.3% |
| All | +404.3% | +759.6% | -355.3% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling