+86.4%
MET vs PENG
+115.2%
-28.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -2.3% |
| 7D | +1.2% | +4.5% | -3.4% | +0.6% |
| 30D | +1.4% | -7.1% | +8.5% | +2.0% |
| 3M | +17.7% | -27.3% | +45.0% | +19.3% |
| 6M | +35.0% | +169.6% | -134.6% | +11.6% |
| YTD | +26.3% | +164.6% | -138.3% | +4.3% |
| 1Y | +22.8% | +109.5% | -86.6% | +4.2% |
| 3Y | +65.9% | +98.9% | -33.0% | +32.9% |
| All | +86.4% | +115.2% | -28.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling