+102.0%
META vs PSLV
+125.0%
-23.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.8% |
| 7D | +5.7% | +6.3% | -0.6% | +4.9% |
| 30D | -10.8% | -13.0% | +2.3% | -9.2% |
| 3M | +8.4% | -16.9% | +25.3% | +10.7% |
| 6M | +5.4% | -34.0% | +39.4% | +10.3% |
| YTD | -2.6% | -26.8% | +24.3% | -0.7% |
| 1Y | +3.5% | +7.7% | -4.1% | -0.2% |
| 3Y | +102.0% | +125.3% | -23.3% | +81.1% |
| All | +102.0% | +125.0% | -23.0% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling