+95.1%
META vs PNC
+103.6%
-8.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | -15.4% | +4.5% | -19.9% | -16.8% |
| 3M | +3.5% | -10.0% | +13.5% | +7.4% |
| 6M | -0.3% | +3.1% | -3.4% | -1.6% |
| YTD | -7.3% | +11.5% | -18.9% | -11.5% |
| 1Y | -1.1% | +27.3% | -28.4% | -10.3% |
| 3Y | +95.1% | +106.4% | -11.3% | +62.8% |
| All | +95.1% | +103.6% | -8.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling