+1,285.4%
MET vs PEG
+1,351.4%
-65.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | -0.1% |
| 7D | +4.5% | +4.5% | 0.0% | +1.9% |
| 30D | +3.5% | +7.5% | -4.0% | -0.6% |
| 3M | +5.9% | +0.8% | +5.1% | +5.1% |
| 6M | +33.1% | 0.0% | +33.0% | +32.4% |
| YTD | +33.6% | -3.0% | +36.6% | +34.4% |
| 1Y | +32.7% | -4.7% | +37.4% | +34.8% |
| 3Y | +85.0% | +36.5% | +48.6% | +49.9% |
| 5Y | +85.6% | +44.4% | +41.2% | +43.0% |
| 10Y | +198.8% | +170.2% | +28.6% | +56.0% |
| All | +1,285.4% | +1,351.4% | -65.9% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling