+1,511.3%
META vs PPG
+216.1%
+1,295.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -2.0% |
| 30D | -15.4% | +16.5% | -31.9% | -21.2% |
| 3M | +3.5% | +5.1% | -1.6% | +0.7% |
| 6M | -0.3% | +11.1% | -11.4% | -6.0% |
| YTD | -7.3% | +21.7% | -29.0% | -17.1% |
| 1Y | -1.1% | +32.0% | -33.0% | -14.8% |
| 3Y | +95.1% | +2.8% | +92.3% | +84.2% |
| 5Y | +80.6% | -16.5% | +97.1% | +84.2% |
| 10Y | +410.1% | +59.3% | +350.8% | +272.9% |
| All | +1,511.3% | +216.1% | +1,295.2% | +802.4% |
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