+22.8%
MET vs PENG
+118.5%
-95.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -1.8% |
| 7D | +1.2% | +4.5% | -3.4% | +1.0% |
| 30D | +1.4% | -7.1% | +8.5% | +1.6% |
| 3M | +17.7% | -27.3% | +45.0% | +18.2% |
| 6M | +35.0% | +169.6% | -134.6% | +13.2% |
| YTD | +26.3% | +164.6% | -138.3% | +6.0% |
| 1Y | +22.8% | +109.5% | -86.6% | +3.6% |
| All | +22.8% | +118.5% | -95.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling