+404.3%
META vs PSX
+348.3%
+56.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -0.8% | -13.1% | +12.3% | +2.1% |
| 30D | -15.4% | -9.5% | -5.9% | -13.8% |
| 3M | +3.5% | +20.2% | -16.7% | -0.9% |
| 6M | -0.3% | +44.9% | -45.2% | -8.8% |
| YTD | -7.3% | +94.4% | -101.7% | -21.7% |
| 1Y | -1.1% | +83.1% | -84.2% | -15.3% |
| 3Y | +95.1% | +132.2% | -37.1% | +54.4% |
| 5Y | +80.6% | +278.8% | -198.3% | +24.0% |
| All | +404.3% | +348.3% | +56.0% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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