+417.5%
MET vs PBF
+303.9%
+113.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | +1.4% | +22.0% | -20.6% | -2.7% |
| 3M | +17.7% | +74.5% | -56.8% | +4.4% |
| 6M | +35.0% | +67.7% | -32.7% | +18.9% |
| YTD | +26.3% | +179.2% | -152.9% | -0.5% |
| 1Y | +22.8% | +170.0% | -147.2% | -3.9% |
| 3Y | +65.9% | +66.4% | -0.4% | +36.9% |
| 5Y | +85.4% | +764.5% | -679.1% | -1.9% |
| 10Y | +253.7% | +358.5% | -104.8% | +71.0% |
| All | +417.5% | +303.9% | +113.7% | +149.5% |
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