+462.9%
META vs PNR
+99.2%
+363.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | -13.0% | +31.7% | -44.7% | -24.1% |
| 3M | +7.9% | +2.6% | +5.3% | +5.6% |
| 6M | +4.2% | -6.4% | +10.6% | +5.0% |
| YTD | -2.5% | -33.4% | +30.9% | +15.1% |
| 1Y | +5.6% | -35.1% | +40.6% | +26.0% |
| 3Y | +96.8% | +17.1% | +79.7% | +70.1% |
| 5Y | +90.0% | -3.5% | +93.6% | +72.9% |
| All | +462.9% | +99.2% | +363.7% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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