+2.7%
META vs PNR
-36.2%
+39.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +3.1% | -2.3% | +5.4% | +3.3% |
| 30D | -18.2% | +29.3% | -47.5% | -20.4% |
| 3M | +7.8% | +4.1% | +3.7% | +9.1% |
| 6M | +3.6% | -8.6% | +12.2% | +6.8% |
| YTD | -5.3% | -33.6% | +28.3% | +5.4% |
| 1Y | +2.7% | -36.4% | +39.1% | +14.5% |
| All | +2.7% | -36.2% | +39.0% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling