+25.6%
MET vs PFG
+49.2%
-23.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -2.5% | -3.0% | +0.5% | -0.3% |
| 30D | 0.0% | +2.5% | -2.5% | -1.8% |
| 3M | +13.1% | +6.1% | +7.0% | +8.2% |
| 6M | +39.0% | +31.3% | +7.7% | +14.4% |
| YTD | +25.2% | +33.6% | -8.4% | +2.0% |
| 1Y | +25.6% | +48.5% | -22.9% | -3.6% |
| All | +25.6% | +49.2% | -23.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling