+82.3%
MET vs PFG
+109.8%
-27.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -0.8% | +3.2% | -4.0% | -3.3% |
| 30D | -1.4% | +0.9% | -2.3% | -2.2% |
| 3M | +12.5% | +7.7% | +4.8% | +6.1% |
| 6M | +37.1% | +29.0% | +8.1% | +12.6% |
| YTD | +23.8% | +32.5% | -8.7% | -0.6% |
| 1Y | +24.1% | +47.3% | -23.2% | -8.4% |
| 3Y | +65.2% | +68.2% | -3.0% | +10.2% |
| 5Y | +82.3% | +108.5% | -26.2% | -1.6% |
| All | +82.3% | +109.8% | -27.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling