+1,593.8%
META vs PPG
+223.3%
+1,370.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | +3.2% | 0.0% | +1.9% |
| 30D | -10.8% | +20.4% | -31.1% | -18.0% |
| 3M | +7.9% | +8.4% | -0.5% | +3.7% |
| 6M | +5.4% | +15.6% | -10.3% | -2.3% |
| YTD | -2.6% | +24.4% | -27.0% | -13.6% |
| 1Y | +1.9% | +32.9% | -31.0% | -12.5% |
| 3Y | +97.0% | +3.7% | +93.2% | +85.4% |
| 5Y | +97.6% | -13.7% | +111.3% | +98.9% |
| 10Y | +436.0% | +55.5% | +380.6% | +296.0% |
| All | +1,593.8% | +223.3% | +1,370.5% | +839.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling