+1,209.8%
MET vs PEGA
+1,323.1%
-113.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | +1.2% | +3.3% | -2.1% | +0.6% |
| 30D | +1.4% | +17.7% | -16.3% | -1.4% |
| 3M | +17.7% | +5.8% | +11.9% | +15.8% |
| 6M | +35.0% | -20.3% | +55.2% | +38.6% |
| YTD | +26.3% | -37.1% | +63.4% | +33.9% |
| 1Y | +22.8% | -30.2% | +53.0% | +27.4% |
| 3Y | +65.9% | +48.1% | +17.8% | +46.9% |
| 5Y | +85.4% | -46.8% | +132.2% | +86.6% |
| 10Y | +253.7% | +191.3% | +62.4% | +170.2% |
| All | +1,209.8% | +1,323.1% | -113.3% | +709.8% |
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