+243.8%
MET vs PNR
+66.2%
+177.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -0.5% | -6.0% | +5.5% | +3.2% |
| 30D | +0.5% | -14.0% | +14.5% | +9.5% |
| 3M | +11.6% | -21.7% | +33.3% | +26.5% |
| 6M | +40.8% | -37.3% | +78.1% | +80.8% |
| YTD | +25.7% | -45.1% | +70.8% | +74.3% |
| 1Y | +24.4% | -49.1% | +73.5% | +80.6% |
| 3Y | +67.5% | -14.8% | +82.3% | +70.4% |
| 5Y | +85.8% | -21.0% | +106.8% | +93.7% |
| All | +243.8% | +66.2% | +177.6% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling