+78.8%
MET vs PENG
+184.4%
-105.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -2.3% |
| 7D | -1.2% | -19.4% | +18.3% | 0.0% |
| 30D | +3.2% | -42.4% | +45.6% | +6.7% |
| 3M | -1.1% | -25.6% | +24.5% | -0.2% |
| 6M | +25.0% | +7.3% | +17.7% | +16.2% |
| YTD | +27.9% | +113.9% | -86.0% | +6.4% |
| 1Y | +32.9% | +93.6% | -60.7% | +11.8% |
| 3Y | +78.8% | +170.2% | -91.4% | +31.3% |
| All | +78.8% | +184.4% | -105.6% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling