+691.5%
MET vs PFG
+996.3%
-304.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.3% |
| 7D | 0.0% | -2.2% | +2.3% | +1.6% |
| 30D | +3.4% | +6.4% | -3.0% | -1.1% |
| 3M | +7.0% | +2.2% | +4.7% | +5.0% |
| 6M | +34.6% | +16.3% | +18.4% | +20.8% |
| YTD | +34.0% | +33.2% | +0.7% | +9.0% |
| 1Y | +35.9% | +40.6% | -4.7% | +6.5% |
| 3Y | +85.5% | +83.3% | +2.1% | +20.5% |
| 5Y | +87.8% | +97.7% | -10.0% | +13.8% |
| 10Y | +199.7% | +189.9% | +9.8% | +36.9% |
| All | +691.5% | +996.3% | -304.7% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling