+84.2%
MET vs PBF
+438.8%
-354.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | +2.1% | +3.8% | -1.7% | +1.7% |
| 30D | +1.8% | -22.2% | +24.0% | +4.5% |
| 3M | +6.0% | +1.3% | +4.8% | +5.2% |
| 6M | +31.1% | +69.0% | -37.9% | +21.6% |
| YTD | +32.6% | +166.5% | -133.9% | +13.9% |
| 1Y | +30.5% | +88.1% | -57.6% | +17.4% |
| 3Y | +83.6% | +77.9% | +5.6% | +58.1% |
| 5Y | +84.2% | +413.0% | -328.8% | +37.9% |
| All | +84.2% | +438.8% | -354.6% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling