+418.8%
META vs PPG
+23.8%
+395.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +7.6% |
| 7D | +10.3% | -3.7% | +14.0% | +12.0% |
| 30D | +9.9% | -7.2% | +17.1% | +13.5% |
| 3M | +11.9% | -7.3% | +19.3% | +15.1% |
| 6M | +1.2% | +0.3% | +0.9% | -0.3% |
| YTD | -0.8% | +6.5% | -7.3% | -5.5% |
| 1Y | -14.3% | +0.5% | -14.9% | -16.5% |
| 3Y | +121.4% | -15.3% | +136.7% | +128.6% |
| 5Y | +74.5% | -22.9% | +97.3% | +84.1% |
| 10Y | +418.8% | +28.4% | +390.4% | +322.6% |
| All | +418.8% | +23.8% | +395.0% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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