+82.7%
MET vs PNR
-21.7%
+104.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -0.5% | -6.0% | +5.5% | +2.1% |
| 30D | +0.5% | -14.0% | +14.5% | +6.8% |
| 3M | +11.6% | -21.7% | +33.3% | +22.1% |
| 6M | +40.8% | -37.3% | +78.1% | +68.9% |
| YTD | +25.7% | -45.1% | +70.8% | +59.7% |
| 1Y | +24.4% | -49.1% | +73.5% | +63.5% |
| 3Y | +67.5% | -14.8% | +82.3% | +73.8% |
| All | +82.7% | -21.7% | +104.4% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling