+241.6%
MET vs PEGA
+170.9%
+70.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.7% |
| 7D | -0.8% | -6.1% | +5.4% | +0.6% |
| 30D | -1.4% | +6.4% | -7.8% | -2.9% |
| 3M | +12.5% | +2.9% | +9.6% | +10.8% |
| 6M | +37.1% | -23.8% | +60.9% | +43.7% |
| YTD | +23.8% | -41.1% | +64.8% | +36.5% |
| 1Y | +24.1% | -38.2% | +62.4% | +34.4% |
| 3Y | +65.2% | +49.8% | +15.4% | +34.5% |
| 5Y | +82.3% | -48.0% | +130.3% | +101.8% |
| 10Y | +241.6% | +173.1% | +68.4% | +120.3% |
| All | +241.6% | +170.9% | +70.7% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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