+63.9%
META vs PPG
-18.4%
+82.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +3.6% | -7.8% | +11.4% | +8.0% |
| 3M | +4.9% | -2.2% | +7.1% | +5.3% |
| 6M | -4.7% | +4.1% | -8.8% | -8.3% |
| YTD | -6.9% | +9.1% | -16.0% | -13.6% |
| 1Y | -18.2% | +1.0% | -19.1% | -20.9% |
| 3Y | +107.8% | -13.3% | +121.0% | +112.2% |
| 5Y | +63.9% | -19.2% | +83.1% | +66.2% |
| All | +63.9% | -18.4% | +82.3% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling