+433.3%
META vs PM
+254.9%
+178.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.2% |
| 7D | -0.2% | -7.1% | +6.9% | +1.5% |
| 30D | -15.4% | -2.8% | -12.6% | -15.0% |
| 3M | +5.0% | +6.3% | -1.3% | +3.2% |
| 6M | +5.2% | +9.6% | -4.5% | +2.3% |
| YTD | -4.5% | +25.6% | -30.1% | -10.9% |
| 1Y | +0.6% | +29.7% | -29.0% | -7.0% |
| 3Y | +93.1% | +147.6% | -54.5% | +43.0% |
| 5Y | +93.7% | +160.1% | -66.4% | +39.6% |
| 10Y | +433.3% | +260.9% | +172.4% | +224.5% |
| All | +433.3% | +254.9% | +178.5% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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