+425.7%
META vs PNR
+119.7%
+306.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +3.7% |
| 7D | +5.7% | -0.5% | +6.2% | +6.0% |
| 30D | -10.8% | +34.4% | -45.2% | -22.8% |
| 3M | +8.4% | +2.4% | +6.0% | +6.2% |
| 6M | +5.4% | -7.8% | +13.2% | +7.0% |
| YTD | -2.6% | -31.6% | +29.0% | +13.5% |
| 1Y | +3.5% | -33.6% | +37.2% | +22.3% |
| 3Y | +102.0% | +19.9% | +82.1% | +73.1% |
| 5Y | +93.1% | +0.8% | +92.3% | +72.6% |
| 10Y | +425.7% | +113.4% | +312.2% | +254.7% |
| All | +425.7% | +119.7% | +306.0% | +254.7% |
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