+86.8%
MET vs PFGC
+129.3%
-42.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +1.8% | +15.0% | -13.3% | -3.3% |
| 30D | +4.8% | +17.0% | -12.2% | -1.0% |
| 3M | +6.2% | -2.5% | +8.7% | +6.7% |
| 6M | +33.8% | +19.2% | +14.6% | +24.9% |
| YTD | +33.3% | +23.4% | +9.9% | +21.4% |
| 1Y | +36.3% | +13.9% | +22.5% | +28.1% |
| 3Y | +84.6% | +82.0% | +2.6% | +43.9% |
| All | +86.8% | +129.3% | -42.5% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling