+107.3%
META vs PTC
-3.9%
+111.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.0% |
| 7D | +6.7% | -10.3% | +17.0% | +10.6% |
| 30D | +4.8% | +1.1% | +3.6% | +3.9% |
| 3M | -1.6% | +1.6% | -3.2% | -3.2% |
| 6M | -7.5% | -13.5% | +6.0% | -3.0% |
| YTD | -6.4% | -19.1% | +12.7% | +0.8% |
| 1Y | -17.3% | -33.9% | +16.5% | -2.0% |
| All | +107.3% | -3.9% | +111.2% | +93.0% |
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 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