+425.7%
META vs PNC
+227.4%
+198.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.1% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | -10.8% | +6.5% | -17.2% | -12.9% |
| 3M | +8.4% | -7.6% | +16.0% | +11.5% |
| 6M | +5.4% | +8.5% | -3.1% | +1.8% |
| YTD | -2.6% | +14.5% | -17.0% | -8.0% |
| 1Y | +3.5% | +29.7% | -26.2% | -7.0% |
| 3Y | +102.0% | +115.7% | -13.7% | +46.9% |
| 5Y | +93.1% | +34.6% | +58.5% | +66.3% |
| 10Y | +425.7% | +217.8% | +207.8% | +270.5% |
| All | +425.7% | +227.4% | +198.2% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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