+1,593.8%
META vs PSA
+341.7%
+1,252.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | -10.8% | +15.9% | -26.6% | -15.1% |
| 3M | +7.9% | +4.2% | +3.7% | +6.2% |
| 6M | +5.4% | +10.1% | -4.7% | +1.8% |
| YTD | -2.6% | +33.3% | -35.9% | -12.1% |
| 1Y | +1.9% | +28.2% | -26.4% | -7.0% |
| 3Y | +97.0% | +54.9% | +42.1% | +62.9% |
| 5Y | +97.6% | +28.3% | +69.3% | +74.8% |
| 10Y | +436.0% | +134.1% | +302.0% | +276.1% |
| All | +1,593.8% | +341.7% | +1,252.1% | +906.7% |
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