+105.3%
META vs PL
+84.9%
+20.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +6.7% | -9.3% | +16.0% | +7.8% |
| 30D | +4.8% | -18.9% | +23.7% | +7.1% |
| 3M | -1.6% | -58.4% | +56.7% | +7.4% |
| 6M | -7.5% | -30.3% | +22.8% | -6.8% |
| YTD | -6.4% | -8.1% | +1.7% | -9.9% |
| 1Y | -17.3% | +180.5% | -197.8% | -34.2% |
| 3Y | +109.9% | +444.1% | -334.2% | +38.7% |
| 5Y | +65.4% | +83.0% | -17.7% | +13.3% |
| All | +105.3% | +84.9% | +20.4% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling