-4.5%
META vs PR
+80.0%
-84.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -5.0% |
| 7D | -3.1% | -16.5% | +13.4% | -6.9% |
| 30D | -18.1% | -4.5% | -13.6% | -18.5% |
| 3M | +2.9% | +8.5% | -5.7% | +6.2% |
| 6M | +0.2% | -3.3% | +3.5% | +1.4% |
| YTD | -8.1% | +55.7% | -63.8% | -0.5% |
| 1Y | -4.5% | +82.0% | -86.6% | +7.9% |
| All | -4.5% | +80.0% | -84.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling