+1,527.5%
META vs PSLV
+83.0%
+1,444.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | +4.8% | +7.3% | -2.5% | +3.7% |
| 3M | -1.6% | -7.4% | +5.8% | -0.9% |
| 6M | -7.5% | -20.3% | +12.8% | -5.2% |
| YTD | -6.4% | -8.2% | +1.8% | -7.4% |
| 1Y | -17.3% | +57.9% | -75.3% | -25.0% |
| 3Y | +109.9% | +162.1% | -52.1% | +75.1% |
| 5Y | +65.4% | +151.2% | -85.8% | +37.2% |
| 10Y | +391.8% | +191.7% | +200.1% | +290.2% |
| All | +1,527.5% | +83.0% | +1,444.5% | +1,221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling