+256.3%
MET vs PFGC
+485.3%
-229.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | 0.0% | +1.5% | -1.4% | -0.4% |
| 30D | +3.4% | +17.4% | -14.0% | -1.7% |
| 3M | +7.0% | -2.4% | +9.4% | +7.2% |
| 6M | +34.6% | +18.2% | +16.4% | +27.3% |
| YTD | +34.0% | +23.7% | +10.3% | +24.0% |
| 1Y | +35.9% | +15.0% | +21.0% | +28.5% |
| 3Y | +85.5% | +82.3% | +3.1% | +52.1% |
| 5Y | +87.8% | +131.9% | -44.2% | +40.4% |
| 10Y | +199.7% | +353.0% | -153.3% | +104.7% |
| All | +256.3% | +485.3% | -229.0% | +142.2% |
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