+1,272.2%
MET vs PEGA
+1,086.8%
+185.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.1% |
| 7D | +1.3% | -10.0% | +11.3% | +3.0% |
| 30D | +4.0% | -12.7% | +16.7% | +6.2% |
| 3M | +4.6% | -4.6% | +9.2% | +5.0% |
| 6M | +32.8% | -13.1% | +45.9% | +34.5% |
| YTD | +32.3% | -47.6% | +79.9% | +44.2% |
| 1Y | +37.1% | -47.0% | +84.2% | +49.0% |
| 3Y | +86.8% | +42.0% | +44.8% | +66.3% |
| 5Y | +87.4% | -47.8% | +135.2% | +88.8% |
| 10Y | +209.9% | +92.0% | +117.9% | +152.2% |
| All | +1,272.2% | +1,086.8% | +185.4% | +771.8% |
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