+1,527.5%
META vs PAAS
+306.6%
+1,220.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | +6.7% | -2.9% | +9.6% | +7.0% |
| 30D | +4.8% | +6.8% | -2.0% | +4.0% |
| 3M | -1.6% | -2.9% | +1.3% | -1.7% |
| 6M | -7.5% | -16.4% | +9.0% | -6.6% |
| YTD | -6.4% | 0.0% | -6.4% | -7.2% |
| 1Y | -17.3% | +54.3% | -71.7% | -21.4% |
| 3Y | +109.9% | +230.7% | -120.7% | +83.9% |
| 5Y | +65.4% | +111.6% | -46.3% | +47.9% |
| 10Y | +391.8% | +211.7% | +180.1% | +325.7% |
| All | +1,527.5% | +306.6% | +1,220.9% | +1,285.4% |
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 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