+1,282.6%
MET vs PEGA
+1,102.1%
+180.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +1.8% | -8.2% | +10.0% | +3.2% |
| 30D | +4.8% | -11.6% | +16.4% | +6.8% |
| 3M | +6.2% | -4.2% | +10.4% | +6.6% |
| 6M | +33.8% | -12.0% | +45.8% | +35.3% |
| YTD | +33.3% | -46.9% | +80.2% | +45.0% |
| 1Y | +36.3% | -47.0% | +83.3% | +48.1% |
| 3Y | +84.6% | +40.9% | +43.7% | +64.5% |
| 5Y | +87.7% | -45.4% | +133.0% | +87.7% |
| 10Y | +198.0% | +95.9% | +102.0% | +141.7% |
| All | +1,282.6% | +1,102.1% | +180.5% | +776.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling