+101.6%
META vs PL
+16.0%
+85.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.1% | +6.2% | -2.8% |
| 7D | -3.1% | -20.5% | +17.4% | -0.6% |
| 30D | -18.1% | -38.8% | +20.7% | -13.6% |
| 3M | +2.9% | -49.1% | +52.0% | +10.5% |
| 6M | +0.2% | -69.4% | +69.6% | +12.4% |
| YTD | -8.1% | -42.3% | +34.2% | -7.1% |
| 1Y | -4.5% | -14.2% | +9.7% | -9.6% |
| 3Y | +94.2% | +398.7% | -304.5% | +25.5% |
| 5Y | +79.1% | +11.1% | +67.9% | +30.5% |
| All | +101.6% | +16.0% | +85.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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