+242.5%
MET vs PFGC
+294.6%
-52.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.5% |
| 7D | -2.5% | -4.8% | +2.4% | -1.0% |
| 30D | 0.0% | -17.2% | +17.2% | +5.8% |
| 3M | +13.1% | -6.3% | +19.4% | +15.1% |
| 6M | +39.0% | +8.8% | +30.2% | +34.8% |
| YTD | +25.2% | +4.9% | +20.3% | +22.0% |
| 1Y | +25.6% | -9.5% | +35.1% | +27.9% |
| 3Y | +67.1% | +59.6% | +7.5% | +42.2% |
| 5Y | +85.1% | +113.5% | -28.4% | +41.0% |
| All | +242.5% | +294.6% | -52.1% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling