+1,527.5%
META vs PNC
+509.6%
+1,017.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | +1.4% | +5.3% | +6.1% |
| 30D | +4.8% | -3.8% | +8.6% | +6.3% |
| 3M | -1.6% | +9.0% | -10.6% | -4.9% |
| 6M | -7.5% | +16.6% | -24.1% | -13.0% |
| YTD | -6.4% | +20.4% | -26.8% | -13.3% |
| 1Y | -17.3% | +22.3% | -39.7% | -24.1% |
| 3Y | +109.9% | +124.5% | -14.6% | +49.0% |
| 5Y | +65.4% | +54.1% | +11.3% | +35.5% |
| 10Y | +391.8% | +276.3% | +115.5% | +162.6% |
| All | +1,527.5% | +509.6% | +1,017.9% | +680.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling