+33.0%
MET vs PFGC
+12.5%
+20.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.5% | -11.3% | +0.2% |
| 7D | +3.9% | +13.9% | -10.0% | +1.8% |
| 30D | +6.8% | +18.4% | -11.5% | +4.3% |
| 3M | +7.7% | -2.5% | +10.2% | +7.8% |
| 6M | +32.9% | +26.0% | +6.9% | +29.6% |
| YTD | +33.9% | +21.9% | +12.0% | +28.4% |
| 1Y | +33.0% | +13.4% | +19.6% | +29.5% |
| All | +33.0% | +12.5% | +20.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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