+400.1%
META vs PAAS
+187.9%
+212.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.7% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -18.1% | -11.6% | -6.5% | -17.1% |
| 3M | +2.9% | -15.6% | +18.4% | +4.4% |
| 6M | +0.2% | -19.1% | +19.3% | +1.7% |
| YTD | -8.1% | -20.9% | +12.8% | -7.0% |
| 1Y | -4.5% | +21.3% | -25.8% | -8.1% |
| 3Y | +94.2% | +177.4% | -83.2% | +65.5% |
| 5Y | +79.1% | +71.3% | +7.7% | +57.8% |
| All | +400.1% | +187.9% | +212.2% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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