+405.1%
META vs PSLV
+189.7%
+215.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.5% |
| 7D | +5.5% | -4.9% | +10.4% | +6.4% |
| 30D | +7.6% | -1.9% | +9.4% | +7.8% |
| 3M | +13.0% | +4.2% | +8.8% | +11.8% |
| 6M | -1.3% | -27.6% | +26.3% | +3.4% |
| YTD | -2.2% | -11.7% | +9.5% | -3.5% |
| 1Y | -14.0% | +49.3% | -63.3% | -24.8% |
| 3Y | +118.2% | +167.1% | -48.9% | +65.4% |
| 5Y | +71.7% | +151.7% | -80.0% | +29.6% |
| All | +405.1% | +189.7% | +215.4% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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