+81.9%
META vs PAAS
+71.7%
+10.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | -0.8% | +8.4% | -9.2% | -1.9% |
| 30D | -15.4% | -7.2% | -8.2% | -14.6% |
| 3M | +3.5% | -14.0% | +17.5% | +5.1% |
| 6M | -0.3% | -26.8% | +26.5% | +3.2% |
| YTD | -7.3% | -19.8% | +12.5% | -6.3% |
| 1Y | -1.1% | +22.8% | -23.9% | -6.4% |
| 3Y | +95.1% | +183.6% | -88.6% | +51.6% |
| All | +81.9% | +71.7% | +10.2% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling