+62.8%
META vs PH
+254.3%
-191.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +6.7% | -3.1% | +9.8% | +8.6% |
| 30D | +4.8% | -3.2% | +8.0% | +6.4% |
| 3M | -1.6% | +10.6% | -12.2% | -8.4% |
| 6M | -7.5% | -2.1% | -5.3% | -7.3% |
| YTD | -6.4% | +10.2% | -16.6% | -12.9% |
| 1Y | -17.3% | +28.2% | -45.6% | -30.5% |
| 3Y | +109.9% | +134.9% | -25.0% | +14.8% |
| All | +62.8% | +254.3% | -191.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling