+87.7%
MET vs PCOR
-7.6%
+95.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.5% | +3.0% | +1.4% | +4.0% |
| 30D | +3.5% | +38.7% | -35.1% | -1.6% |
| 3M | +5.9% | +24.9% | -18.9% | +2.0% |
| 6M | +33.1% | +68.8% | -35.7% | +21.7% |
| YTD | +33.6% | +6.7% | +26.9% | +30.0% |
| 1Y | +32.7% | +3.0% | +29.7% | +29.8% |
| 3Y | +85.0% | +48.6% | +36.4% | +69.4% |
| 5Y | +85.6% | -12.7% | +98.3% | +70.3% |
| All | +87.7% | -7.6% | +95.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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