+447.1%
META vs PWR
+1,857.9%
-1,410.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.1% | +19.1% | -16.0% | -2.5% |
| 30D | -18.2% | -12.0% | -6.2% | -15.6% |
| 3M | +7.8% | -10.6% | +18.4% | +10.1% |
| 6M | +3.6% | -20.8% | +24.4% | +8.7% |
| YTD | -5.3% | +43.7% | -49.0% | -21.6% |
| 1Y | +2.7% | +35.0% | -32.2% | -13.1% |
| 3Y | +91.5% | +249.4% | -157.9% | +9.0% |
| 5Y | +84.7% | +422.1% | -337.4% | -11.2% |
| All | +447.1% | +1,857.9% | -1,410.8% | +55.7% |
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