+63.9%
META vs PSLV
+153.7%
-89.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +6.0% | +2.7% | +3.4% | +5.6% |
| 30D | +3.6% | +3.5% | +0.2% | +3.0% |
| 3M | +4.9% | +0.3% | +4.6% | +4.6% |
| 6M | -4.7% | -21.0% | +16.3% | -2.1% |
| YTD | -6.9% | -8.9% | +2.0% | -8.5% |
| 1Y | -18.2% | +54.0% | -72.2% | -28.3% |
| 3Y | +107.8% | +175.4% | -67.7% | +57.7% |
| 5Y | +63.9% | +157.7% | -93.7% | +17.5% |
| All | +63.9% | +153.7% | -89.8% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling