+1,497.9%
META vs PSX
+1,169.8%
+328.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.9% | -2.9% |
| 7D | -3.1% | -9.7% | +6.6% | -1.1% |
| 30D | -18.1% | -8.4% | -9.7% | -16.7% |
| 3M | +2.9% | +22.6% | -19.8% | -2.0% |
| 6M | +0.2% | +38.8% | -38.6% | -7.6% |
| YTD | -8.1% | +95.5% | -103.5% | -22.4% |
| 1Y | -4.5% | +87.1% | -91.7% | -18.7% |
| 3Y | +94.2% | +133.5% | -39.3% | +53.9% |
| 5Y | +79.1% | +280.9% | -201.8% | +23.4% |
| 10Y | +405.9% | +356.6% | +49.3% | +209.6% |
| All | +1,497.9% | +1,169.8% | +328.1% | +779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling