+447.4%
MET vs PBF
+289.1%
+158.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.5% | +6.5% | -2.0% | +3.2% |
| 30D | +3.5% | -20.0% | +23.5% | +7.6% |
| 3M | +5.9% | -3.3% | +9.3% | +5.5% |
| 6M | +33.1% | +76.8% | -43.7% | +16.6% |
| YTD | +33.6% | +168.9% | -135.4% | +5.2% |
| 1Y | +32.7% | +96.4% | -63.7% | +10.9% |
| 3Y | +85.0% | +77.2% | +7.8% | +49.7% |
| 5Y | +85.6% | +417.7% | -332.2% | +10.5% |
| 10Y | +198.8% | +264.7% | -65.9% | +50.1% |
| All | +447.4% | +289.1% | +158.4% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling