+379.6%
META vs PWR
+2,321.3%
-1,941.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +6.7% | +3.6% | +3.1% | +5.5% |
| 30D | +4.8% | -8.6% | +13.3% | +7.4% |
| 3M | -1.6% | -13.2% | +11.5% | +1.3% |
| 6M | -7.5% | +9.9% | -17.4% | -13.7% |
| YTD | -6.4% | +48.0% | -54.4% | -22.2% |
| 1Y | -17.3% | +66.2% | -83.5% | -34.8% |
| 3Y | +109.9% | +195.1% | -85.2% | +28.9% |
| 5Y | +65.4% | +442.6% | -377.2% | -20.2% |
| All | +379.6% | +2,321.3% | -1,941.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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