+86.4%
META vs PH
+203.8%
-117.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +4.3% | +0.8% | +2.5% |
| 30D | -13.0% | +0.1% | -13.1% | -13.2% |
| 3M | +7.9% | -9.4% | +17.3% | +14.2% |
| 6M | +4.2% | +8.8% | -4.5% | -2.4% |
| YTD | -2.5% | +9.6% | -12.2% | -9.4% |
| 1Y | +5.6% | +14.4% | -8.9% | -4.6% |
| 3Y | +96.8% | +134.5% | -37.7% | +5.3% |
| All | +86.4% | +203.8% | -117.4% | -23.8% |
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