+462.9%
META vs PPG
+53.9%
+409.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +5.2% | +0.7% | +4.4% | +4.9% |
| 30D | -13.0% | +17.6% | -30.6% | -19.3% |
| 3M | +7.9% | +7.5% | +0.5% | +4.0% |
| 6M | +4.2% | +17.6% | -13.4% | -4.2% |
| YTD | -2.5% | +22.6% | -25.1% | -13.2% |
| 1Y | +5.6% | +28.0% | -22.4% | -8.0% |
| 3Y | +96.8% | +1.8% | +95.0% | +86.4% |
| 5Y | +90.0% | -15.5% | +105.5% | +91.4% |
| All | +462.9% | +53.9% | +409.0% | +318.0% |
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