+85.6%
MET vs PFG
+84.5%
+1.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.4% |
| 7D | 0.0% | -2.2% | +2.3% | +1.8% |
| 30D | +3.4% | +6.4% | -3.0% | -1.7% |
| 3M | +7.0% | +2.2% | +4.7% | +4.7% |
| 6M | +34.6% | +16.3% | +18.4% | +18.5% |
| YTD | +34.0% | +33.2% | +0.7% | +5.1% |
| 1Y | +35.9% | +40.6% | -4.7% | +1.9% |
| All | +85.6% | +84.5% | +1.1% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling