+425.7%
META vs PSA
+140.2%
+285.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +5.7% | +1.5% | +4.2% | +5.2% |
| 30D | -10.8% | +16.7% | -27.4% | -15.1% |
| 3M | +8.4% | +4.0% | +4.4% | +6.9% |
| 6M | +5.4% | +10.9% | -5.5% | +1.7% |
| YTD | -2.6% | +34.2% | -36.8% | -12.0% |
| 1Y | +3.5% | +26.6% | -23.1% | -4.8% |
| 3Y | +102.0% | +54.7% | +47.3% | +67.7% |
| 5Y | +93.1% | +30.0% | +63.0% | +70.7% |
| 10Y | +425.7% | +132.7% | +293.0% | +285.4% |
| All | +425.7% | +140.2% | +285.5% | +285.4% |
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