+107.8%
META vs PPG
-13.4%
+121.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +3.6% | -7.8% | +11.4% | +6.6% |
| 3M | +4.9% | -2.2% | +7.1% | +5.2% |
| 6M | -4.7% | +4.1% | -8.8% | -7.1% |
| YTD | -6.9% | +9.1% | -16.0% | -11.7% |
| 1Y | -18.2% | +1.0% | -19.1% | -20.1% |
| 3Y | +107.8% | -13.3% | +121.0% | +98.6% |
| All | +107.8% | -13.4% | +121.1% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling