+1,497.9%
META vs PTC
+873.0%
+624.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -18.1% | +0.8% | -18.9% | -18.4% |
| 3M | +2.9% | +39.6% | -36.7% | -13.0% |
| 6M | +0.2% | +41.5% | -41.3% | -17.1% |
| YTD | -8.1% | +11.7% | -19.8% | -16.0% |
| 1Y | -4.5% | +2.4% | -7.0% | -9.5% |
| 3Y | +94.2% | +31.9% | +62.3% | +61.1% |
| 5Y | +79.1% | +54.5% | +24.6% | +38.0% |
| 10Y | +405.9% | +342.1% | +63.8% | +148.9% |
| All | +1,497.9% | +873.0% | +624.9% | +597.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling