+0.8%
META vs PSA
+28.0%
-27.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.0% |
| 7D | +2.9% | +10.5% | -7.7% | +1.3% |
| 30D | -15.1% | +21.7% | -36.8% | -17.9% |
| 3M | +7.2% | +6.1% | +1.2% | +7.1% |
| 6M | +3.4% | +18.3% | -14.9% | +1.1% |
| YTD | -4.3% | +36.1% | -40.4% | -9.7% |
| 1Y | +0.8% | +29.3% | -28.6% | -4.1% |
| All | +0.8% | +28.0% | -27.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling