+212.8%
MET vs PENG
+689.3%
-476.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +1.5% |
| 7D | +4.5% | +13.2% | -8.8% | +2.6% |
| 30D | +3.5% | -29.9% | +33.5% | +7.3% |
| 3M | +5.9% | -22.2% | +28.2% | +7.2% |
| 6M | +33.1% | -1.9% | +34.9% | +25.2% |
| YTD | +33.6% | +142.1% | -108.6% | +6.5% |
| 1Y | +32.7% | +151.5% | -118.8% | +5.0% |
| 3Y | +85.0% | +206.9% | -121.9% | +34.0% |
| 5Y | +85.6% | +58.2% | +27.4% | +41.6% |
| All | +212.8% | +689.3% | -476.5% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling