+1,181.4%
MET vs PEG
+1,307.2%
-125.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | +1.1% | +1.0% | +0.1% | +0.6% |
| 30D | -2.3% | -1.9% | -0.4% | -1.3% |
| 3M | +13.9% | -3.7% | +17.6% | +16.1% |
| 6M | +34.8% | -9.4% | +44.2% | +41.8% |
| YTD | +23.5% | -6.0% | +29.5% | +26.8% |
| 1Y | +23.4% | -4.4% | +27.8% | +24.9% |
| 3Y | +64.9% | +33.5% | +31.3% | +35.3% |
| 5Y | +82.0% | +35.7% | +46.3% | +45.5% |
| 10Y | +244.4% | +140.4% | +103.9% | +91.8% |
| All | +1,181.4% | +1,307.2% | -125.8% | +250.1% |
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