+404.3%
META vs PSA
+142.4%
+261.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.8% | +3.9% | -4.7% | -2.0% |
| 30D | -15.4% | +19.7% | -35.1% | -20.2% |
| 3M | +3.5% | +4.3% | -0.7% | +2.0% |
| 6M | -0.3% | +11.4% | -11.6% | -3.9% |
| YTD | -7.3% | +33.9% | -41.3% | -16.2% |
| 1Y | -1.1% | +28.3% | -29.4% | -9.4% |
| 3Y | +95.1% | +53.5% | +41.6% | +62.3% |
| 5Y | +80.6% | +30.6% | +50.0% | +59.4% |
| All | +404.3% | +142.4% | +261.9% | +268.8% |
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