+235.9%
MET vs PFGC
+419.1%
-183.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.2% | -2.2% | +3.4% | +1.8% |
| 30D | +1.4% | -11.9% | +13.4% | +5.2% |
| 3M | +17.7% | +5.0% | +12.7% | +15.8% |
| 6M | +35.0% | +8.6% | +26.4% | +31.1% |
| YTD | +26.3% | +9.7% | +16.6% | +21.5% |
| 1Y | +22.8% | -6.3% | +29.1% | +23.7% |
| 3Y | +65.9% | +58.2% | +7.7% | +42.3% |
| 5Y | +85.4% | +110.4% | -25.1% | +43.0% |
| 10Y | +253.7% | +272.8% | -19.0% | +153.1% |
| All | +235.9% | +419.1% | -183.2% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling