+93.4%
META vs PTC
+31.8%
+61.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -18.1% | +0.8% | -18.9% | -18.3% |
| 3M | +2.9% | +39.6% | -36.7% | -7.0% |
| 6M | +0.2% | +41.5% | -41.3% | -11.0% |
| YTD | -8.1% | +11.7% | -19.8% | -9.7% |
| 1Y | -4.5% | +2.4% | -7.0% | -2.3% |
| All | +93.4% | +31.8% | +61.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling