+375.1%
META vs PNR
+62.2%
+312.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.7% |
| 7D | +6.0% | -3.0% | +9.1% | +7.6% |
| 30D | +3.6% | -14.9% | +18.5% | +11.7% |
| 3M | +4.9% | -19.0% | +23.9% | +14.2% |
| 6M | -4.7% | -35.9% | +31.2% | +15.8% |
| YTD | -6.9% | -43.1% | +36.3% | +19.2% |
| 1Y | -18.2% | -46.4% | +28.2% | +7.6% |
| 3Y | +107.8% | -10.8% | +118.6% | +107.1% |
| 5Y | +63.9% | -18.9% | +82.8% | +63.1% |
| 10Y | +375.1% | +64.4% | +310.6% | +252.8% |
| All | +375.1% | +62.2% | +312.8% | +252.8% |
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