+1,274.9%
MET vs PEG
+1,330.7%
-55.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | +2.1% | +2.3% | -0.2% | +0.8% |
| 30D | +1.8% | +6.1% | -4.3% | -1.6% |
| 3M | +6.0% | -0.5% | +6.5% | +6.0% |
| 6M | +31.1% | -3.2% | +34.3% | +32.9% |
| YTD | +32.6% | -4.4% | +37.0% | +34.5% |
| 1Y | +30.5% | -7.4% | +37.8% | +34.7% |
| 3Y | +83.6% | +33.9% | +49.6% | +50.2% |
| 5Y | +84.2% | +42.3% | +41.9% | +43.1% |
| 10Y | +196.6% | +166.4% | +30.2% | +56.1% |
| All | +1,274.9% | +1,330.7% | -55.8% | +271.3% |
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