-14.3%
META vs PPG
-0.7%
-13.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.3% | +8.9% | +7.1% |
| 7D | +10.3% | -3.7% | +14.0% | +11.2% |
| 30D | +9.9% | -7.2% | +17.1% | +11.9% |
| 3M | +11.9% | -7.3% | +19.3% | +13.6% |
| 6M | +1.2% | +0.3% | +0.9% | -0.3% |
| YTD | -0.8% | +6.5% | -7.3% | -5.2% |
| 1Y | -14.3% | +0.5% | -14.9% | -18.9% |
| All | -14.3% | -0.7% | -13.7% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling