+93.4%
META vs PSX
+132.6%
-39.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.9% | -3.4% |
| 7D | -3.1% | -9.7% | +6.6% | -2.1% |
| 30D | -18.1% | -8.4% | -9.7% | -17.4% |
| 3M | +2.9% | +22.6% | -19.8% | 0.0% |
| 6M | +0.2% | +38.8% | -38.6% | -4.6% |
| YTD | -8.1% | +95.5% | -103.5% | -20.0% |
| 1Y | -4.5% | +87.1% | -91.7% | -16.1% |
| All | +93.4% | +132.6% | -39.2% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling