+1,527.5%
META vs PPG
+190.7%
+1,336.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | +6.7% | -1.5% | +8.2% | +7.4% |
| 30D | +4.8% | -5.0% | +9.7% | +7.1% |
| 3M | -1.6% | +1.1% | -2.8% | -2.7% |
| 6M | -7.5% | -3.2% | -4.3% | -7.3% |
| YTD | -6.4% | +11.9% | -18.3% | -12.6% |
| 1Y | -17.3% | +5.3% | -22.7% | -20.9% |
| 3Y | +109.9% | -15.0% | +124.9% | +117.0% |
| 5Y | +65.4% | -19.6% | +85.0% | +72.5% |
| 10Y | +391.8% | +27.0% | +364.8% | +297.4% |
| All | +1,527.5% | +190.7% | +1,336.8% | +850.8% |
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