+1,527.5%
META vs PNR
+180.7%
+1,346.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | -2.4% | +9.1% | +7.8% |
| 30D | +4.8% | -12.8% | +17.5% | +11.1% |
| 3M | -1.6% | -17.0% | +15.4% | +5.3% |
| 6M | -7.5% | -37.4% | +30.0% | +12.1% |
| YTD | -6.4% | -41.6% | +35.2% | +16.3% |
| 1Y | -17.3% | -44.6% | +27.3% | +4.9% |
| 3Y | +109.9% | -12.1% | +122.1% | +112.3% |
| 5Y | +65.4% | -17.4% | +82.7% | +66.6% |
| 10Y | +391.8% | +64.0% | +327.8% | +268.2% |
| All | +1,527.5% | +180.7% | +1,346.8% | +1,029.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling