+82.3%
MET vs PFGC
+111.7%
-29.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -0.8% | -3.7% | +3.0% | +0.6% |
| 30D | -1.4% | -16.0% | +14.6% | +4.7% |
| 3M | +12.5% | -4.1% | +16.7% | +13.9% |
| 6M | +37.1% | +8.7% | +28.4% | +32.2% |
| YTD | +23.8% | +6.4% | +17.4% | +19.3% |
| 1Y | +24.1% | -8.4% | +32.5% | +26.4% |
| 3Y | +65.2% | +61.8% | +3.4% | +34.9% |
| 5Y | +82.3% | +108.7% | -26.4% | +32.3% |
| All | +82.3% | +111.7% | -29.4% | +32.3% |
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