+447.1%
META vs PSA
+133.1%
+314.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.1% | -2.1% | +5.2% | +3.7% |
| 30D | -18.2% | +15.6% | -33.8% | -22.0% |
| 3M | +7.8% | +4.1% | +3.7% | +6.3% |
| 6M | +3.6% | +9.2% | -5.6% | +0.4% |
| YTD | -5.3% | +32.3% | -37.6% | -14.0% |
| 1Y | +2.7% | +26.2% | -23.4% | -5.4% |
| 3Y | +91.5% | +53.7% | +37.8% | +59.2% |
| 5Y | +84.7% | +26.6% | +58.1% | +64.7% |
| All | +447.1% | +133.1% | +314.0% | +303.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling