+444.1%
META vs PSX
+339.3%
+104.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.3% | -7.8% | +11.1% | +5.0% |
| 30D | -10.8% | -9.9% | -0.9% | -8.9% |
| 3M | +7.9% | +16.9% | -9.0% | +4.0% |
| 6M | +5.4% | +48.0% | -42.6% | -4.0% |
| YTD | -2.6% | +98.3% | -100.9% | -18.0% |
| 1Y | +1.9% | +86.2% | -84.3% | -13.1% |
| 3Y | +97.0% | +144.0% | -47.0% | +54.2% |
| 5Y | +97.6% | +287.7% | -190.1% | +34.9% |
| All | +444.1% | +339.3% | +104.7% | +239.8% |
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