+93.4%
META vs PSA
+52.1%
+41.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -3.1% | +7.4% | -10.5% | -3.8% |
| 30D | -18.1% | +19.1% | -37.2% | -19.7% |
| 3M | +2.9% | +5.1% | -2.2% | +2.5% |
| 6M | +0.2% | +16.2% | -16.0% | -1.2% |
| YTD | -8.1% | +35.2% | -43.3% | -10.8% |
| 1Y | -4.5% | +27.1% | -31.7% | -6.9% |
| All | +93.4% | +52.1% | +41.3% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling