+238.7%
MET vs PBF
+364.0%
-125.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.8% | +1.4% | -2.1% | -1.0% |
| 30D | -1.4% | +15.8% | -17.2% | -4.4% |
| 3M | +12.5% | +90.3% | -77.8% | -2.0% |
| 6M | +37.1% | +102.8% | -65.7% | +16.1% |
| YTD | +23.8% | +187.3% | -163.5% | -3.4% |
| 1Y | +24.1% | +161.8% | -137.7% | -2.7% |
| 3Y | +65.2% | +55.5% | +9.7% | +38.0% |
| 5Y | +82.3% | +801.9% | -719.6% | -6.6% |
| All | +238.7% | +364.0% | -125.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling