+480.1%
META vs PR
+160.5%
+319.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +8.0% | +1.8% |
| 7D | +2.9% | -12.1% | +15.0% | +3.6% |
| 30D | -15.1% | +0.9% | -16.0% | -15.2% |
| 3M | +7.2% | +10.1% | -2.9% | +6.4% |
| 6M | +3.4% | +1.1% | +2.3% | +3.0% |
| YTD | -4.3% | +63.7% | -68.0% | -7.8% |
| 1Y | +0.8% | +87.0% | -86.3% | -3.8% |
| 3Y | +102.2% | +70.7% | +31.4% | +93.0% |
| 5Y | +89.4% | +246.8% | -157.4% | +71.5% |
| 10Y | +426.7% | +72.6% | +354.1% | +405.2% |
| All | +480.1% | +160.5% | +319.7% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling