+242.5%
MET vs PEG
+148.3%
+94.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | 0.0% | -2.8% | +2.7% | +1.4% |
| 3M | +13.1% | -6.9% | +20.0% | +17.2% |
| 6M | +39.0% | -11.4% | +50.4% | +47.5% |
| YTD | +25.2% | -7.4% | +32.6% | +29.3% |
| 1Y | +25.6% | -8.3% | +33.9% | +30.0% |
| 3Y | +67.1% | +31.5% | +35.5% | +38.5% |
| 5Y | +85.1% | +38.0% | +47.2% | +46.5% |
| All | +242.5% | +148.3% | +94.2% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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