+1,527.5%
META vs PSA
+293.1%
+1,234.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | -3.7% | +10.4% | +8.0% |
| 30D | +4.8% | -7.7% | +12.5% | +7.6% |
| 3M | -1.6% | -0.6% | -1.0% | -1.5% |
| 6M | -7.5% | -0.9% | -6.6% | -7.5% |
| YTD | -6.4% | +18.7% | -25.1% | -12.1% |
| 1Y | -17.3% | +7.6% | -25.0% | -19.9% |
| 3Y | +109.9% | +23.7% | +86.3% | +88.5% |
| 5Y | +65.4% | +13.7% | +51.7% | +52.3% |
| 10Y | +391.8% | +98.9% | +293.0% | +265.1% |
| All | +1,527.5% | +293.1% | +1,234.4% | +907.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling