+84.6%
MET vs PENG
+191.8%
-107.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +1.8% | -16.1% | +17.8% | +2.7% |
| 30D | +4.8% | -41.5% | +46.3% | +8.3% |
| 3M | +6.2% | -19.1% | +25.3% | +6.5% |
| 6M | +33.8% | +0.9% | +32.9% | +26.2% |
| YTD | +33.3% | +128.2% | -94.9% | +10.4% |
| 1Y | +36.3% | +98.6% | -62.2% | +14.9% |
| 3Y | +84.6% | +188.2% | -103.6% | +36.3% |
| All | +84.6% | +191.8% | -107.2% | +36.3% |
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