+192.2%
MET vs PFG
+182.5%
+9.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +1.8% | +5.0% | -3.1% | -2.1% |
| 3M | +6.0% | +0.1% | +6.0% | +5.6% |
| 6M | +31.1% | +13.8% | +17.3% | +17.8% |
| YTD | +32.6% | +31.2% | +1.3% | +6.0% |
| 1Y | +30.5% | +37.1% | -6.6% | +0.6% |
| 3Y | +83.6% | +80.6% | +3.0% | +13.0% |
| 5Y | +84.2% | +93.7% | -9.5% | +4.0% |
| All | +192.2% | +182.5% | +9.7% | +16.0% |
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