+62.8%
META vs PR
+433.6%
-370.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +6.7% | +2.9% | +3.8% | +6.3% |
| 30D | +4.8% | +18.0% | -13.3% | +2.2% |
| 3M | -1.6% | +16.9% | -18.5% | -4.1% |
| 6M | -7.5% | +28.2% | -35.7% | -11.7% |
| YTD | -6.4% | +69.3% | -75.7% | -14.9% |
| 1Y | -17.3% | +69.5% | -86.8% | -25.1% |
| 3Y | +109.9% | +81.7% | +28.2% | +83.9% |
| All | +62.8% | +433.6% | -370.8% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling