+5.6%
META vs PSA
+26.5%
-20.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +5.2% | -1.4% | +6.6% | +5.4% |
| 30D | -13.0% | +15.2% | -28.2% | -15.0% |
| 3M | +7.9% | +2.2% | +5.7% | +8.6% |
| 6M | +4.2% | +11.7% | -7.4% | +3.2% |
| YTD | -2.5% | +32.0% | -34.6% | -6.9% |
| 1Y | +5.6% | +26.3% | -20.7% | +1.1% |
| All | +5.6% | +26.5% | -20.9% | +1.1% |
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