+1,527.5%
META vs PH
+1,390.2%
+137.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +6.7% | -3.1% | +9.8% | +8.1% |
| 30D | +4.8% | -3.2% | +8.0% | +6.0% |
| 3M | -1.6% | +10.6% | -12.2% | -6.4% |
| 6M | -7.5% | -2.1% | -5.3% | -7.2% |
| YTD | -6.4% | +10.2% | -16.6% | -10.8% |
| 1Y | -17.3% | +28.2% | -45.6% | -26.6% |
| 3Y | +109.9% | +134.9% | -25.0% | +42.3% |
| 5Y | +65.4% | +253.6% | -188.3% | -5.4% |
| 10Y | +391.8% | +804.7% | -412.9% | +83.6% |
| All | +1,527.5% | +1,390.2% | +137.3% | +458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling