+62.8%
META vs PTC
+6.0%
+56.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +4.2% |
| 7D | +6.7% | -10.3% | +17.0% | +12.8% |
| 30D | +4.8% | +1.1% | +3.6% | +3.4% |
| 3M | -1.6% | +1.6% | -3.2% | -4.4% |
| 6M | -7.5% | -13.5% | +6.0% | -1.8% |
| YTD | -6.4% | -19.1% | +12.7% | +2.9% |
| 1Y | -17.3% | -33.9% | +16.5% | +3.1% |
| 3Y | +109.9% | -3.9% | +113.8% | +90.0% |
| All | +62.8% | +6.0% | +56.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling