+82.7%
MET vs PPG
-24.1%
+106.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -0.5% | -6.2% | +5.8% | +2.4% |
| 30D | +0.5% | -7.9% | +8.4% | +4.3% |
| 3M | +11.6% | -10.2% | +21.8% | +16.5% |
| 6M | +40.8% | +2.7% | +38.1% | +36.7% |
| YTD | +25.7% | +4.9% | +20.8% | +20.0% |
| 1Y | +24.4% | -3.2% | +27.6% | +23.3% |
| 3Y | +67.5% | -17.0% | +84.5% | +75.7% |
| All | +82.7% | -24.1% | +106.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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