+255.3%
MET vs PFGC
+485.1%
-229.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +4.5% | +3.4% | +1.0% | +3.4% |
| 30D | +3.5% | +16.9% | -13.4% | -1.4% |
| 3M | +5.9% | +6.4% | -0.5% | +3.6% |
| 6M | +33.1% | +16.0% | +17.1% | +26.6% |
| YTD | +33.6% | +23.6% | +9.9% | +23.7% |
| 1Y | +32.7% | +16.6% | +16.1% | +24.9% |
| 3Y | +85.0% | +82.3% | +2.8% | +51.7% |
| 5Y | +85.6% | +138.7% | -53.1% | +37.7% |
| 10Y | +198.8% | +352.8% | -154.0% | +104.1% |
| All | +255.3% | +485.1% | -229.8% | +141.6% |
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