+84.7%
META vs PSX
+308.4%
-223.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.1% |
| 7D | +3.1% | +6.4% | -3.4% | +2.0% |
| 30D | -18.2% | -10.2% | -8.0% | -16.9% |
| 3M | +7.8% | +17.2% | -9.3% | +4.6% |
| 6M | +3.6% | +51.8% | -48.2% | -4.5% |
| YTD | -5.3% | +108.0% | -113.3% | -19.7% |
| 1Y | +2.7% | +96.1% | -93.4% | -11.8% |
| 3Y | +91.5% | +155.9% | -64.4% | +49.5% |
| 5Y | +84.7% | +306.9% | -222.2% | +22.7% |
| All | +84.7% | +308.4% | -223.8% | +22.7% |
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