+89.4%
META vs PL
+24.5%
+64.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +2.2% |
| 7D | +2.9% | -11.7% | +14.6% | +4.3% |
| 30D | -15.1% | -27.1% | +12.0% | -12.2% |
| 3M | +7.2% | -44.6% | +51.8% | +14.1% |
| 6M | +3.4% | -67.2% | +70.6% | +15.1% |
| YTD | -4.3% | -35.9% | +31.5% | -4.4% |
| 1Y | +0.8% | -0.4% | +1.2% | -6.3% |
| 3Y | +102.2% | +454.8% | -352.7% | +29.2% |
| 5Y | +89.4% | +24.8% | +64.6% | +37.2% |
| All | +89.4% | +24.5% | +64.9% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling