+404.3%
META vs PR
+66.0%
+338.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -0.8% | -16.4% | +15.6% | +0.3% |
| 30D | -15.4% | -1.9% | -13.5% | -15.4% |
| 3M | +3.5% | +8.0% | -4.4% | +2.9% |
| 6M | -0.3% | +4.1% | -4.4% | -0.8% |
| YTD | -7.3% | +58.7% | -66.0% | -10.5% |
| 1Y | -1.1% | +75.8% | -76.9% | -5.2% |
| 3Y | +95.1% | +73.2% | +21.9% | +86.0% |
| 5Y | +80.6% | +230.1% | -149.6% | +63.9% |
| All | +404.3% | +66.0% | +338.2% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling