+82.0%
MET vs PEGA
-47.9%
+130.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.6% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | -2.3% | +9.6% | -11.9% | -3.6% |
| 3M | +13.9% | +2.3% | +11.5% | +12.9% |
| 6M | +34.8% | -23.9% | +58.7% | +38.8% |
| YTD | +23.5% | -39.8% | +63.3% | +30.7% |
| 1Y | +23.4% | -37.4% | +60.8% | +29.4% |
| 3Y | +64.9% | +53.1% | +11.7% | +48.8% |
| 5Y | +82.0% | -47.2% | +129.3% | +98.6% |
| All | +82.0% | -47.9% | +130.0% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling