+101.4%
META vs PR
+69.4%
+32.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +8.0% | +2.2% |
| 7D | +2.9% | -12.1% | +15.0% | +4.4% |
| 30D | -15.1% | +0.9% | -16.0% | -15.3% |
| 3M | +7.2% | +10.1% | -2.9% | +5.4% |
| 6M | +3.4% | +1.1% | +2.3% | +3.0% |
| YTD | -4.3% | +63.7% | -68.0% | -15.0% |
| 1Y | +0.8% | +87.0% | -86.3% | -13.7% |
| All | +101.4% | +69.4% | +32.0% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling