+462.9%
META vs PTC
+312.5%
+150.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -13.0% | +1.2% | -14.2% | -13.4% |
| 3M | +7.9% | +27.4% | -19.4% | -5.5% |
| 6M | +4.2% | +39.2% | -35.0% | -13.9% |
| YTD | -2.5% | +12.5% | -15.0% | -11.5% |
| 1Y | +5.6% | +12.3% | -6.7% | -4.2% |
| 3Y | +96.8% | +28.8% | +68.0% | +62.5% |
| 5Y | +90.0% | +60.9% | +29.2% | +39.8% |
| All | +462.9% | +312.5% | +150.5% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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