+62.8%
META vs PSX
+342.7%
-279.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +6.7% | +4.5% | +2.2% | +5.9% |
| 30D | +4.8% | +26.6% | -21.9% | +0.6% |
| 3M | -1.6% | +39.3% | -40.9% | -7.3% |
| 6M | -7.5% | +56.8% | -64.3% | -15.5% |
| YTD | -6.4% | +101.8% | -108.2% | -19.5% |
| 1Y | -17.3% | +99.6% | -117.0% | -28.9% |
| 3Y | +109.9% | +140.3% | -30.4% | +68.2% |
| All | +62.8% | +342.7% | -279.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling