+81.9%
META vs PNR
-2.8%
+84.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +2.1% |
| 7D | -0.8% | +2.8% | -3.6% | -2.5% |
| 30D | -15.4% | +31.2% | -46.6% | -28.2% |
| 3M | +3.5% | -2.1% | +5.6% | +3.9% |
| 6M | -0.3% | -14.0% | +13.7% | +6.4% |
| YTD | -7.3% | -33.6% | +26.3% | +15.7% |
| 1Y | -1.1% | -35.2% | +34.1% | +25.2% |
| 3Y | +95.1% | +15.8% | +79.2% | +48.5% |
| All | +81.9% | -2.8% | +84.7% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling