+81.9%
META vs PSX
+274.8%
-192.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -0.8% | -13.1% | +12.3% | +1.5% |
| 30D | -15.4% | -9.5% | -5.9% | -14.1% |
| 3M | +3.5% | +20.2% | -16.7% | -0.1% |
| 6M | -0.3% | +44.9% | -45.2% | -7.5% |
| YTD | -7.3% | +94.4% | -101.7% | -20.5% |
| 1Y | -1.1% | +83.1% | -84.2% | -14.1% |
| 3Y | +95.1% | +132.2% | -37.1% | +55.0% |
| All | +81.9% | +274.8% | -192.9% | +22.9% |
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 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