+243.8%
MET vs PFG
+251.1%
-7.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | +0.5% | +2.9% | -2.4% | -1.9% |
| 3M | +11.6% | +6.7% | +4.9% | +5.7% |
| 6M | +40.8% | +33.8% | +7.0% | +11.3% |
| YTD | +25.7% | +35.0% | -9.3% | -1.6% |
| 1Y | +24.4% | +46.4% | -22.0% | -9.0% |
| 3Y | +67.5% | +71.7% | -4.2% | +7.3% |
| 5Y | +85.8% | +113.7% | -27.9% | -3.0% |
| All | +243.8% | +251.1% | -7.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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