+107.3%
META vs PL
+454.1%
-346.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +6.7% | -9.3% | +16.0% | +7.4% |
| 30D | +4.8% | -18.9% | +23.7% | +6.2% |
| 3M | -1.6% | -58.4% | +56.7% | +4.0% |
| 6M | -7.5% | -30.3% | +22.8% | -6.9% |
| YTD | -6.4% | -8.1% | +1.7% | -8.7% |
| 1Y | -17.3% | +180.5% | -197.8% | -29.1% |
| All | +107.3% | +454.1% | -346.8% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling