+1,563.7%
META vs PAAS
+228.6%
+1,335.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -6.9% | +0.7% |
| 7D | +2.9% | -1.1% | +4.0% | +2.9% |
| 30D | -15.1% | -8.5% | -6.6% | -14.5% |
| 3M | +7.2% | -7.3% | +14.5% | +7.6% |
| 6M | +3.4% | -18.3% | +21.7% | +4.5% |
| YTD | -4.3% | -19.2% | +14.9% | -3.6% |
| 1Y | +0.8% | +26.1% | -25.4% | -2.4% |
| 3Y | +102.2% | +183.6% | -81.4% | +79.4% |
| 5Y | +89.4% | +81.2% | +8.2% | +71.8% |
| 10Y | +426.7% | +187.8% | +239.0% | +362.0% |
| All | +1,563.7% | +228.6% | +1,335.1% | +1,340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling