+404.3%
META vs PTC
+334.9%
+69.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -15.4% | +0.8% | -16.2% | -15.7% |
| 3M | +3.5% | +32.1% | -28.6% | -11.0% |
| 6M | -0.3% | +42.6% | -42.9% | -18.8% |
| YTD | -7.3% | +12.0% | -19.3% | -15.7% |
| 1Y | -1.1% | +12.2% | -13.2% | -10.2% |
| 3Y | +95.1% | +31.2% | +63.8% | +59.6% |
| 5Y | +80.6% | +54.9% | +25.7% | +34.9% |
| All | +404.3% | +334.9% | +69.4% | +133.0% |
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