+0.6%
META vs PH
+16.8%
-16.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -0.2% | +6.9% | -7.1% | -3.2% |
| 30D | -15.4% | +1.7% | -17.0% | -16.0% |
| 3M | +5.0% | -8.1% | +13.2% | +8.9% |
| 6M | +5.2% | +11.5% | -6.3% | -2.7% |
| YTD | -4.5% | +11.4% | -15.9% | -11.9% |
| 1Y | +0.6% | +14.1% | -13.5% | -8.1% |
| All | +0.6% | +16.8% | -16.2% | -8.1% |
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